-37.3%
APLD vs CDW
+23.0%
-60.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +7.5% |
| 7D | +7.8% | +2.6% | +5.3% | +7.8% |
| 30D | -23.0% | +20.4% | -43.4% | -21.3% |
| 3M | -39.7% | +28.5% | -68.1% | -37.9% |
| 6M | -59.8% | +70.6% | -130.4% | -55.2% |
| YTD | -27.0% | +29.1% | -56.0% | -21.1% |
| 1Y | -37.3% | +23.8% | -61.1% | -29.4% |
| All | -37.3% | +23.0% | -60.4% | -29.4% |
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