+220.6%
APLD vs CDW
-2.4%
+223.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.9% | +10.6% | +10.1% |
| 7D | -12.7% | +2.1% | -14.8% | -13.8% |
| 30D | -34.7% | +14.7% | -49.4% | -38.9% |
| 3M | -46.1% | +11.1% | -57.2% | -49.4% |
| 6M | -64.9% | +45.6% | -110.4% | -72.3% |
| YTD | -36.6% | +17.1% | -53.7% | -46.5% |
| 1Y | -50.0% | +13.2% | -63.1% | -56.7% |
| 3Y | +190.1% | -22.2% | +212.3% | +214.1% |
| All | +220.6% | -2.4% | +223.0% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling