+255.7%
APLD vs ITW
+34.9%
+220.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.6% |
| 7D | -6.3% | +0.5% | -6.8% | -6.5% |
| 30D | -29.6% | +9.1% | -38.6% | -34.5% |
| 3M | -42.6% | -1.6% | -41.0% | -42.1% |
| 6M | -59.6% | +14.5% | -74.1% | -65.1% |
| YTD | -32.0% | +19.2% | -51.1% | -42.6% |
| 1Y | -46.9% | +20.9% | -67.9% | -56.6% |
| 3Y | +255.7% | +33.1% | +222.5% | +74.0% |
| All | +255.7% | +34.9% | +220.8% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling