+220.6%
APLD vs ARWR
+23.8%
+196.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.2% | +8.5% | +9.3% |
| 7D | -12.7% | -2.9% | -9.8% | -11.5% |
| 30D | -34.7% | -5.4% | -29.3% | -33.0% |
| 3M | -46.1% | -32.2% | -13.9% | -37.6% |
| 6M | -64.9% | -26.5% | -38.3% | -60.9% |
| YTD | -36.6% | -12.4% | -24.2% | -34.2% |
| 1Y | -50.0% | +46.9% | -96.8% | -57.8% |
| 3Y | +190.1% | +116.0% | +74.1% | +89.5% |
| All | +220.6% | +23.8% | +196.8% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling