+420.9%
APLD vs KWEB
-1.6%
+422.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -2.6% |
| 7D | +9.0% | -3.6% | +12.5% | +11.4% |
| 30D | -6.6% | -14.9% | +8.3% | +3.4% |
| 3M | -35.2% | -5.4% | -29.8% | -33.5% |
| 6M | +0.4% | -18.9% | +19.3% | +14.8% |
| YTD | +10.7% | -27.2% | +37.9% | +36.9% |
| 1Y | +78.6% | -34.2% | +112.8% | +132.7% |
| All | +420.9% | -1.6% | +422.5% | +431.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling