+483.7%
APLD vs GWRE
+65.7%
+418.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -7.8% | +15.2% | +9.8% |
| 7D | +16.6% | -25.6% | +42.1% | +26.2% |
| 30D | -3.1% | -12.2% | +9.1% | -1.6% |
| 3M | -30.9% | +17.7% | -48.6% | -39.7% |
| 6M | +12.6% | -11.3% | +24.0% | +8.5% |
| YTD | +15.5% | -25.5% | +41.0% | +21.5% |
| 1Y | +103.5% | -42.8% | +146.4% | +156.3% |
| 3Y | +446.5% | +59.0% | +387.5% | +232.5% |
| All | +483.7% | +65.7% | +418.0% | +191.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling