+269.3%
APLD vs PWR
+356.7%
-87.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.3% | +3.1% | +3.0% |
| 7D | +7.8% | +4.7% | +3.1% | +3.2% |
| 30D | -23.0% | -12.5% | -10.5% | -11.7% |
| 3M | -39.7% | -9.3% | -30.4% | -33.6% |
| 6M | -59.8% | -22.2% | -37.7% | -47.9% |
| YTD | -27.0% | +44.2% | -71.1% | -49.6% |
| 1Y | -37.3% | +35.5% | -72.8% | -53.3% |
| 3Y | +281.9% | +250.4% | +31.4% | +21.4% |
| All | +269.3% | +356.7% | -87.4% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling