+443.7%
APLD vs CDW
-5.3%
+449.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.3% |
| 7D | +4.1% | +3.2% | +0.9% | +2.5% |
| 30D | -11.7% | +9.3% | -21.0% | -15.7% |
| 3M | -40.3% | +9.8% | -50.1% | -43.9% |
| 6M | -8.0% | +23.3% | -31.3% | -23.5% |
| YTD | +7.5% | +13.7% | -6.1% | -7.2% |
| 1Y | +84.0% | -6.5% | +90.5% | +84.3% |
| 3Y | +356.2% | -25.2% | +381.5% | +411.5% |
| All | +443.7% | -5.3% | +449.0% | +286.0% |
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