+483.7%
APLD vs GWW
+157.1%
+326.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.7% | +10.0% | +9.0% |
| 7D | +16.6% | -1.5% | +18.1% | +17.5% |
| 30D | -3.1% | +1.1% | -4.2% | -4.3% |
| 3M | -30.9% | -1.0% | -29.9% | -31.4% |
| 6M | +12.6% | +16.3% | -3.7% | -0.2% |
| YTD | +15.5% | +28.5% | -13.1% | -5.0% |
| 1Y | +103.5% | +30.3% | +73.3% | +64.6% |
| 3Y | +446.5% | +91.6% | +354.9% | +241.6% |
| All | +483.7% | +157.1% | +326.6% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling