+373.4%
APLD vs CDW
-25.3%
+398.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +4.1% | +3.2% | +0.9% | +3.3% |
| 30D | -11.7% | +9.3% | -21.0% | -13.7% |
| 3M | -40.3% | +9.8% | -50.1% | -42.0% |
| 6M | -8.0% | +23.3% | -31.3% | -16.8% |
| YTD | +7.5% | +13.7% | -6.1% | +0.4% |
| 1Y | +84.0% | -6.5% | +90.5% | +92.2% |
| All | +373.4% | -25.3% | +398.8% | +341.3% |
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 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