+244.7%
APLD vs PWR
+344.3%
-99.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +9.4% | -1.8% | -2.2% |
| 7D | +3.1% | -4.8% | +7.9% | +8.2% |
| 30D | -29.4% | -16.2% | -13.2% | -15.4% |
| 3M | -42.8% | -11.9% | -30.8% | -35.1% |
| 6M | -59.5% | -20.6% | -38.9% | -48.5% |
| YTD | -31.8% | +40.3% | -72.1% | -51.6% |
| 1Y | -46.0% | +33.0% | -79.0% | -59.0% |
| 3Y | +252.0% | +250.0% | +2.0% | +12.1% |
| All | +244.7% | +344.3% | -99.6% | -23.0% |
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