+243.9%
APLD vs PWR
+338.1%
-94.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +1.2% |
| 7D | -6.3% | -11.2% | +4.9% | +5.6% |
| 30D | -29.6% | -17.4% | -12.2% | -14.4% |
| 3M | -42.6% | -11.7% | -30.9% | -35.1% |
| 6M | -59.6% | -21.7% | -37.9% | -47.9% |
| YTD | -32.0% | +38.3% | -70.2% | -51.0% |
| 1Y | -46.9% | +29.6% | -76.5% | -58.6% |
| 3Y | +255.7% | +236.1% | +19.5% | +18.0% |
| All | +243.9% | +338.1% | -94.2% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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