+252.0%
APLD vs GWW
+89.4%
+162.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.0% | +7.3% |
| 7D | +3.1% | +5.1% | -2.0% | +0.4% |
| 30D | -29.4% | +12.2% | -41.6% | -33.9% |
| 3M | -42.8% | +13.5% | -56.3% | -47.0% |
| 6M | -59.5% | +17.8% | -77.3% | -63.9% |
| YTD | -31.8% | +44.3% | -76.1% | -47.8% |
| 1Y | -46.0% | +52.8% | -98.9% | -60.5% |
| 3Y | +252.0% | +89.9% | +162.1% | +153.2% |
| All | +252.0% | +89.4% | +162.6% | +153.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling