+229.3%
APLD vs NWSA
+33.8%
+195.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.7% | -8.4% | -7.3% |
| 7D | +2.7% | +2.2% | +0.5% | +1.4% |
| 30D | -21.4% | -8.8% | -12.7% | -17.4% |
| 3M | -47.8% | -6.5% | -41.4% | -46.4% |
| 6M | -64.9% | +1.5% | -66.4% | -66.6% |
| YTD | -34.9% | +4.0% | -38.9% | -40.5% |
| 1Y | -30.7% | +3.4% | -34.2% | -36.6% |
| 3Y | +305.3% | +34.8% | +270.5% | +188.3% |
| All | +229.3% | +33.8% | +195.5% | +50.1% |
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