+459.6%
APLD vs NWSA
+46.9%
+412.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -3.9% |
| 7D | +9.0% | -3.1% | +12.0% | +10.9% |
| 30D | -6.6% | +4.3% | -10.9% | -9.2% |
| 3M | -35.2% | +9.2% | -44.5% | -40.2% |
| 6M | +0.4% | +21.6% | -21.2% | -14.5% |
| YTD | +10.7% | +14.2% | -3.5% | -3.4% |
| 1Y | +78.6% | +1.8% | +76.8% | +69.4% |
| 3Y | +423.9% | +44.4% | +379.5% | +267.6% |
| All | +459.6% | +46.9% | +412.7% | +143.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling