+443.7%
APLD vs GWW
+164.2%
+279.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.2% |
| 7D | +4.1% | +1.4% | +2.7% | +3.1% |
| 30D | -11.7% | +3.3% | -15.0% | -13.8% |
| 3M | -40.3% | +2.9% | -43.2% | -42.1% |
| 6M | -8.0% | +15.8% | -23.7% | -17.8% |
| YTD | +7.5% | +32.0% | -24.5% | -12.9% |
| 1Y | +84.0% | +29.9% | +54.1% | +49.9% |
| 3Y | +356.2% | +91.1% | +265.2% | +186.9% |
| All | +443.7% | +164.2% | +279.5% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling