+53.8%
APLD vs GWRE
-44.7%
+98.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.6% |
| 7D | +0.2% | -13.2% | +13.4% | -2.8% |
| 30D | -15.2% | -18.6% | +3.4% | -18.0% |
| 3M | -36.3% | +18.9% | -55.2% | -34.5% |
| 6M | -7.4% | -11.0% | +3.6% | -1.7% |
| YTD | +7.7% | -29.9% | +37.6% | +35.1% |
| 1Y | +53.8% | -44.3% | +98.1% | +158.1% |
| All | +53.8% | -44.7% | +98.4% | +158.1% |
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