-46.5%
APLD vs CDW
+13.2%
-59.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +12.7% | -19.4% | -5.7% |
| 7D | -18.5% | +3.7% | -22.3% | -18.0% |
| 30D | -32.8% | +26.0% | -58.8% | -31.1% |
| 3M | -46.9% | +10.1% | -57.0% | -46.6% |
| 6M | -53.4% | +26.1% | -79.4% | -51.8% |
| YTD | -32.3% | +25.9% | -58.1% | -26.9% |
| 1Y | -46.5% | +21.5% | -68.1% | -40.4% |
| All | -46.5% | +13.2% | -59.7% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling