+84.0%
APLD vs KWEB
-27.0%
+111.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | -0.1% |
| 7D | +4.1% | -1.0% | +5.1% | +5.0% |
| 30D | -11.7% | -8.7% | -3.0% | -4.1% |
| 3M | -40.3% | -4.0% | -36.3% | -38.2% |
| 6M | -8.0% | -13.1% | +5.2% | +6.5% |
| YTD | +7.5% | -23.5% | +31.0% | +45.9% |
| 1Y | +84.0% | -27.2% | +111.2% | +161.3% |
| All | +84.0% | -27.0% | +111.1% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling