+243.9%
APLD vs CDW
+5.3%
+238.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.5% |
| 7D | -6.3% | +13.1% | -19.4% | -11.6% |
| 30D | -29.6% | +19.1% | -48.7% | -35.1% |
| 3M | -42.6% | +24.7% | -67.3% | -48.8% |
| 6M | -59.6% | +63.4% | -122.9% | -69.8% |
| YTD | -32.0% | +26.3% | -58.3% | -44.5% |
| 1Y | -46.9% | +20.6% | -67.5% | -55.2% |
| 3Y | +255.7% | -16.3% | +272.0% | +274.1% |
| All | +243.9% | +5.3% | +238.6% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling