-50.0%
APLD vs HWM
+0.1%
-50.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.4% | +7.3% | +7.4% |
| 7D | -12.7% | +3.3% | -16.0% | -14.9% |
| 30D | -34.7% | -7.6% | -27.1% | -29.1% |
| 3M | -46.1% | -28.9% | -17.2% | -23.2% |
| 6M | -64.9% | -19.7% | -45.2% | -58.5% |
| YTD | -36.6% | +0.5% | -37.1% | -54.3% |
| 1Y | -50.0% | +0.3% | -50.2% | -63.6% |
| All | -50.0% | +0.1% | -50.0% | -63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling