+192.2%
APLD vs CDW
-1.5%
+193.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -6.1% | -8.6% | -12.0% |
| 7D | -27.0% | -4.1% | -22.9% | -25.7% |
| 30D | -44.1% | +16.7% | -60.8% | -48.1% |
| 3M | -52.6% | +13.6% | -66.2% | -55.9% |
| 6M | -64.5% | +17.0% | -81.5% | -69.1% |
| YTD | -42.2% | +18.1% | -60.3% | -51.4% |
| 1Y | -57.2% | +10.5% | -67.6% | -62.0% |
| 3Y | +159.5% | -20.9% | +180.4% | +177.5% |
| All | +192.2% | -1.5% | +193.7% | +101.9% |
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 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