+394.8%
APLD vs GWRE
+49.2%
+345.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.5% | -3.5% | -4.7% |
| 7D | -0.5% | -30.9% | +30.4% | +6.0% |
| 30D | -13.2% | -20.7% | +7.5% | -10.6% |
| 3M | -33.8% | +20.2% | -53.9% | -41.3% |
| 6M | -5.9% | -11.9% | +5.9% | -8.1% |
| YTD | +5.1% | -30.3% | +35.4% | +16.6% |
| 1Y | +51.8% | -44.6% | +96.5% | +98.0% |
| All | +394.8% | +49.2% | +345.6% | +185.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling