+403.2%
APLD vs NWSA
+46.6%
+356.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.5% |
| 7D | +4.1% | -1.9% | +5.9% | +4.9% |
| 30D | -11.7% | +4.6% | -16.3% | -13.5% |
| 3M | -40.3% | +13.2% | -53.5% | -44.5% |
| 6M | -8.0% | +27.0% | -35.0% | -20.8% |
| YTD | +7.5% | +16.8% | -9.3% | -3.2% |
| 1Y | +84.0% | +4.5% | +79.5% | +80.6% |
| All | +403.2% | +46.6% | +356.6% | +185.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling