+78.6%
APLD vs GWW
+29.4%
+49.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | +9.0% | -0.5% | +9.4% | +8.9% |
| 30D | -6.6% | -1.4% | -5.2% | -6.6% |
| 3M | -35.2% | -3.6% | -31.6% | -35.2% |
| 6M | +0.4% | +15.1% | -14.7% | -7.4% |
| YTD | +10.7% | +27.5% | -16.8% | +4.7% |
| 1Y | +78.6% | +29.6% | +48.9% | +72.6% |
| All | +78.6% | +29.4% | +49.2% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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