-30.7%
APLD vs GWW
+59.1%
-89.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.7% |
| 7D | +2.7% | +3.6% | -0.9% | +2.4% |
| 30D | -21.4% | +12.1% | -33.5% | -22.0% |
| 3M | -47.8% | +12.9% | -60.7% | -48.3% |
| 6M | -64.9% | +19.3% | -84.2% | -66.1% |
| YTD | -34.9% | +48.7% | -83.6% | -37.7% |
| 1Y | -30.7% | +60.5% | -91.3% | -26.4% |
| All | -30.7% | +59.1% | -89.9% | -26.4% |
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