-46.5%
APLD vs SHW
+7.3%
-53.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.6% | -13.4% | -8.9% |
| 7D | -18.5% | +13.3% | -31.8% | -23.4% |
| 30D | -32.8% | +14.1% | -46.9% | -37.5% |
| 3M | -46.9% | +0.8% | -47.6% | -46.5% |
| 6M | -53.4% | +17.6% | -71.0% | -58.6% |
| YTD | -32.3% | +13.0% | -45.2% | -35.1% |
| 1Y | -46.5% | +7.0% | -53.5% | -48.3% |
| All | -46.5% | +7.3% | -53.8% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 1y: compounded portfolio wealth divided by compounded SHW 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…
1y analysis · Full analysis span regression · 6 months rolling