+244.7%
APLD vs CDW
+2.3%
+242.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.8% | +2.7% | +5.4% |
| 7D | +3.1% | +9.3% | -6.2% | -1.2% |
| 30D | -29.4% | +15.8% | -45.2% | -34.1% |
| 3M | -42.8% | +21.8% | -64.6% | -48.4% |
| 6M | -59.5% | +58.8% | -118.2% | -69.3% |
| YTD | -31.8% | +22.8% | -54.6% | -43.7% |
| 1Y | -46.0% | +17.9% | -63.9% | -54.0% |
| 3Y | +252.0% | -17.4% | +269.4% | +268.3% |
| All | +244.7% | +2.3% | +242.4% | +134.3% |
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