-46.5%
APLD vs GWRE
-24.5%
-22.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.9% | -12.7% | -5.1% |
| 7D | -18.5% | +2.2% | -20.8% | -17.9% |
| 30D | -32.8% | +4.5% | -37.3% | -31.7% |
| 3M | -46.9% | +6.4% | -53.3% | -44.5% |
| 6M | -53.4% | +18.8% | -72.2% | -47.7% |
| YTD | -32.3% | -15.1% | -17.1% | -18.4% |
| 1Y | -46.5% | -23.4% | -23.1% | -30.9% |
| All | -46.5% | -24.5% | -22.0% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling