-59.8%
APLD vs GWW
+20.5%
-80.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.4% | +7.6% |
| 7D | +7.8% | 0.0% | +7.8% | +7.7% |
| 30D | -23.0% | +14.0% | -36.9% | -18.6% |
| 3M | -39.7% | +14.4% | -54.1% | -36.4% |
| 6M | -59.8% | +21.7% | -81.5% | -60.2% |
| All | -59.8% | +20.5% | -80.4% | -60.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling