-46.5%
APLD vs NWSA
+18.2%
-64.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.7% | -10.5% | -3.8% |
| 7D | -18.5% | +4.3% | -22.8% | -15.5% |
| 30D | -32.8% | +5.6% | -38.3% | -29.5% |
| 3M | -46.9% | +7.3% | -54.1% | -43.2% |
| 6M | -53.4% | +18.8% | -72.2% | -46.8% |
| YTD | -32.3% | +17.9% | -50.1% | -20.7% |
| 1Y | -46.5% | +19.3% | -65.9% | -37.6% |
| All | -46.5% | +18.2% | -64.8% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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