+220.6%
APLD vs PWR
+306.3%
-85.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +6.3% | +3.5% | +3.2% |
| 7D | -12.7% | -12.9% | +0.1% | +0.6% |
| 30D | -34.7% | -22.8% | -11.8% | -14.8% |
| 3M | -46.1% | -19.0% | -27.1% | -33.3% |
| 6M | -64.9% | -31.1% | -33.7% | -48.2% |
| YTD | -36.6% | +28.2% | -64.8% | -50.6% |
| 1Y | -50.0% | +22.2% | -72.2% | -58.4% |
| 3Y | +190.1% | +222.1% | -32.0% | +0.8% |
| All | +220.6% | +306.3% | -85.7% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling