+243.9%
APLD vs ITW
+60.9%
+183.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.7% |
| 7D | -6.3% | +0.5% | -6.8% | -6.7% |
| 30D | -29.6% | +9.1% | -38.6% | -36.6% |
| 3M | -42.6% | -1.6% | -41.0% | -42.2% |
| 6M | -59.6% | +14.5% | -74.1% | -66.8% |
| YTD | -32.0% | +19.2% | -51.1% | -46.5% |
| 1Y | -46.9% | +20.9% | -67.9% | -59.8% |
| 3Y | +255.7% | +33.1% | +222.5% | +128.5% |
| All | +243.9% | +60.9% | +183.0% | +28.8% |
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