+443.7%
APLD vs ITW
+49.9%
+393.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +2.4% |
| 7D | +4.1% | -3.6% | +7.6% | +8.4% |
| 30D | -11.7% | -9.1% | -2.6% | -1.8% |
| 3M | -40.3% | +8.2% | -48.5% | -47.3% |
| 6M | -8.0% | -4.8% | -3.2% | -4.3% |
| YTD | +7.5% | +11.0% | -3.5% | -7.4% |
| 1Y | +84.0% | +4.2% | +79.8% | +66.6% |
| 3Y | +356.2% | +17.3% | +339.0% | +250.3% |
| All | +443.7% | +49.9% | +393.8% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling