+244.7%
APLD vs NWSA
+31.8%
+212.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +7.1% |
| 7D | +3.1% | -10.5% | +13.6% | +10.0% |
| 30D | -29.4% | -8.8% | -20.6% | -25.8% |
| 3M | -42.8% | -6.5% | -36.3% | -41.2% |
| 6M | -59.5% | -1.3% | -58.1% | -60.7% |
| YTD | -31.8% | +2.5% | -34.3% | -37.1% |
| 1Y | -46.0% | +0.2% | -46.2% | -49.3% |
| 3Y | +252.0% | +27.6% | +224.4% | +162.4% |
| All | +244.7% | +31.8% | +212.9% | +58.6% |
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