+269.3%
APLD vs SHW
+45.0%
+224.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.3% |
| 7D | +7.8% | -2.1% | +10.0% | +9.5% |
| 30D | -23.0% | +11.1% | -34.1% | -28.6% |
| 3M | -39.7% | -2.2% | -37.5% | -39.6% |
| 6M | -59.8% | +14.3% | -74.2% | -63.9% |
| YTD | -27.0% | +10.6% | -37.5% | -32.3% |
| 1Y | -37.3% | +4.1% | -41.4% | -39.9% |
| 3Y | +281.9% | +42.9% | +239.0% | +187.4% |
| All | +269.3% | +45.0% | +224.3% | +175.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling