+249.5%
APLD vs ITW
+60.2%
+189.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.6% |
| 7D | +19.6% | +0.5% | +19.1% | +19.0% |
| 30D | -24.5% | +7.7% | -32.1% | -31.0% |
| 3M | -45.6% | -1.3% | -44.3% | -45.3% |
| 6M | -61.4% | +15.5% | -76.9% | -68.7% |
| YTD | -30.9% | +18.6% | -49.5% | -45.3% |
| 1Y | -35.8% | +19.8% | -55.6% | -50.8% |
| 3Y | +261.4% | +32.5% | +228.9% | +133.4% |
| All | +249.5% | +60.2% | +189.3% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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