+220.6%
APLD vs NWSA
+30.9%
+189.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.3% | +10.1% | +9.9% |
| 7D | -12.7% | -9.4% | -3.3% | -7.6% |
| 30D | -34.7% | -7.8% | -26.9% | -31.8% |
| 3M | -46.1% | -10.8% | -35.4% | -43.2% |
| 6M | -64.9% | +1.1% | -65.9% | -66.6% |
| YTD | -36.6% | +1.8% | -38.4% | -41.3% |
| 1Y | -50.0% | +6.0% | -56.0% | -55.5% |
| 3Y | +190.1% | +24.6% | +165.5% | +120.4% |
| All | +220.6% | +30.9% | +189.7% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling