+192.2%
APLD vs PWR
+282.4%
-90.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -12.3% | -2.4% | -1.9% |
| 7D | -27.0% | -19.9% | -7.1% | -8.2% |
| 30D | -44.1% | -29.3% | -14.8% | -20.2% |
| 3M | -52.6% | -25.5% | -27.1% | -36.0% |
| 6M | -64.5% | -34.0% | -30.5% | -45.2% |
| YTD | -42.2% | +20.7% | -62.9% | -52.1% |
| 1Y | -57.2% | +12.3% | -69.5% | -61.3% |
| 3Y | +159.5% | +201.9% | -42.3% | -3.8% |
| All | +192.2% | +282.4% | -90.2% | -23.8% |
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 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