+220.6%
APLD vs HWM
+498.6%
-278.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.5% | +7.2% | +7.1% |
| 7D | -12.7% | +3.4% | -16.1% | -15.6% |
| 30D | -34.7% | -7.5% | -27.2% | -29.8% |
| 3M | -46.1% | -28.9% | -17.2% | -25.6% |
| 6M | -64.9% | -19.6% | -45.2% | -57.8% |
| YTD | -36.6% | +0.6% | -37.2% | -39.4% |
| 1Y | -50.0% | +0.3% | -50.3% | -51.7% |
| 3Y | +190.1% | +326.1% | -136.0% | -52.4% |
| All | +220.6% | +498.6% | -278.0% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling