+443.7%
APLD vs PWR
+369.0%
+74.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.0% |
| 7D | +4.1% | +3.6% | +0.5% | +0.3% |
| 30D | -11.7% | -8.6% | -3.1% | -3.5% |
| 3M | -40.3% | -13.2% | -27.1% | -30.7% |
| 6M | -8.0% | +9.9% | -17.9% | -16.4% |
| YTD | +7.5% | +48.0% | -40.5% | -27.7% |
| 1Y | +84.0% | +66.2% | +17.9% | +11.5% |
| 3Y | +356.2% | +195.1% | +161.1% | +70.9% |
| All | +443.7% | +369.0% | +74.7% | +15.1% |
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 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