+459.6%
APLD vs KWEB
-1.9%
+461.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -2.8% |
| 7D | +9.0% | -3.6% | +12.5% | +11.1% |
| 30D | -6.6% | -14.9% | +8.3% | +2.0% |
| 3M | -35.2% | -5.4% | -29.8% | -33.7% |
| 6M | +0.4% | -18.9% | +19.3% | +12.7% |
| YTD | +10.7% | -27.2% | +37.9% | +33.0% |
| 1Y | +78.6% | -34.2% | +112.8% | +125.4% |
| 3Y | +423.9% | +0.6% | +423.3% | +426.8% |
| All | +459.6% | -1.9% | +461.5% | +507.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling