+192.2%
APLD vs HWM
+483.9%
-291.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -5.9% | -8.8% | -8.6% |
| 7D | -27.0% | -2.4% | -24.5% | -25.1% |
| 30D | -44.1% | -13.3% | -30.8% | -35.8% |
| 3M | -52.6% | -31.0% | -21.5% | -32.5% |
| 6M | -64.5% | -17.1% | -47.3% | -58.9% |
| YTD | -42.2% | -1.9% | -40.3% | -43.4% |
| 1Y | -57.2% | -2.4% | -54.8% | -57.5% |
| 3Y | +159.5% | +322.2% | -162.7% | -57.5% |
| All | +192.2% | +483.9% | -291.8% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling