+220.6%
APLD vs HWM
+498.2%
-277.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.4% | +7.3% | +7.2% |
| 7D | -12.7% | +3.3% | -16.0% | -15.6% |
| 30D | -34.7% | -7.6% | -27.1% | -29.7% |
| 3M | -46.1% | -28.9% | -17.2% | -25.6% |
| 6M | -64.9% | -19.7% | -45.2% | -57.8% |
| YTD | -36.6% | +0.5% | -37.1% | -39.3% |
| 1Y | -50.0% | +0.3% | -50.2% | -51.7% |
| 3Y | +190.1% | +325.8% | -135.7% | -52.4% |
| All | +220.6% | +498.2% | -277.6% | -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 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