+446.5%
APLD vs ITW
+21.4%
+425.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +7.8% |
| 7D | +16.6% | -0.4% | +17.0% | +17.0% |
| 30D | -3.1% | -9.4% | +6.3% | +5.2% |
| 3M | -30.9% | +7.1% | -38.0% | -37.0% |
| 6M | +12.6% | -1.9% | +14.5% | +12.1% |
| YTD | +15.5% | +10.4% | +5.0% | +3.3% |
| 1Y | +103.5% | +3.3% | +100.2% | +91.5% |
| 3Y | +446.5% | +21.0% | +425.5% | +296.5% |
| All | +446.5% | +21.4% | +425.2% | +296.5% |
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