+444.7%
APLD vs KWEB
-2.6%
+447.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.1% |
| 7D | +0.2% | -5.6% | +5.8% | +3.4% |
| 30D | -15.2% | -10.7% | -4.5% | -9.7% |
| 3M | -36.3% | -7.4% | -28.9% | -33.9% |
| 6M | -7.4% | -19.3% | +12.0% | +4.4% |
| YTD | +7.7% | -27.8% | +35.5% | +30.1% |
| 1Y | +53.8% | -35.9% | +89.7% | +97.0% |
| 3Y | +407.1% | -1.9% | +409.0% | +416.7% |
| All | +444.7% | -2.6% | +447.3% | +493.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling