+164.4%
APLD vs CDW
-21.1%
+185.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -6.1% | -8.6% | -13.4% |
| 7D | -27.0% | -4.1% | -22.9% | -26.2% |
| 30D | -44.1% | +16.7% | -60.8% | -45.8% |
| 3M | -52.6% | +13.6% | -66.2% | -54.0% |
| 6M | -64.5% | +17.0% | -81.5% | -66.4% |
| YTD | -42.2% | +18.1% | -60.3% | -46.3% |
| 1Y | -57.2% | +10.5% | -67.6% | -58.6% |
| All | +164.4% | -21.1% | +185.4% | +150.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling