+243.9%
APLD vs HWM
+537.1%
-293.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.6% |
| 7D | -6.3% | -1.8% | -4.6% | -3.7% |
| 30D | -29.6% | -2.7% | -26.9% | -28.1% |
| 3M | -42.6% | -22.7% | -19.9% | -27.3% |
| 6M | -59.6% | -18.9% | -40.6% | -51.1% |
| YTD | -32.0% | +7.1% | -39.1% | -39.0% |
| 1Y | -46.9% | +4.7% | -51.6% | -51.0% |
| 3Y | +255.7% | +345.6% | -89.9% | -43.6% |
| All | +243.9% | +537.1% | -293.2% | -71.4% |
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