+459.6%
APLD vs ITW
+46.5%
+413.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -2.2% |
| 7D | +9.0% | -1.9% | +10.8% | +11.3% |
| 30D | -6.6% | -10.4% | +3.8% | +5.5% |
| 3M | -35.2% | +3.5% | -38.8% | -39.8% |
| 6M | +0.4% | -3.4% | +3.8% | +2.2% |
| YTD | +10.7% | +8.5% | +2.2% | -2.2% |
| 1Y | +78.6% | +3.2% | +75.3% | +63.3% |
| 3Y | +423.9% | +18.9% | +405.0% | +290.1% |
| All | +459.6% | +46.5% | +413.1% | +135.3% |
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