-30.7%
APLD vs NWSA
+2.3%
-33.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.7% | -8.4% | -4.6% |
| 7D | +2.7% | +2.2% | +0.5% | +3.7% |
| 30D | -21.4% | -8.8% | -12.7% | -23.7% |
| 3M | -47.8% | -6.5% | -41.4% | -47.8% |
| 6M | -64.9% | +1.5% | -66.4% | -62.4% |
| YTD | -34.9% | +4.0% | -38.9% | -27.4% |
| 1Y | -30.7% | +3.4% | -34.2% | -22.7% |
| All | -30.7% | +2.3% | -33.0% | -22.7% |
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 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