+305.3%
APLD vs CDW
-15.0%
+320.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.6% |
| 7D | +2.7% | +9.3% | -6.6% | +0.8% |
| 30D | -21.4% | +14.4% | -35.8% | -23.5% |
| 3M | -47.8% | +21.4% | -69.3% | -50.1% |
| 6M | -64.9% | +72.8% | -137.7% | -69.8% |
| YTD | -34.9% | +28.0% | -62.9% | -40.5% |
| 1Y | -30.7% | +19.3% | -50.1% | -34.0% |
| 3Y | +305.3% | -15.3% | +320.6% | +284.6% |
| All | +305.3% | -15.0% | +320.3% | +284.6% |
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