+330.2%
APLD vs SHW
+41.6%
+288.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.1% | -4.8% |
| 7D | +19.6% | +0.7% | +18.9% | +19.3% |
| 30D | -24.5% | +8.4% | -32.9% | -28.2% |
| 3M | -45.6% | -2.2% | -43.4% | -45.2% |
| 6M | -61.4% | +13.3% | -74.7% | -64.7% |
| YTD | -30.9% | +9.2% | -40.1% | -34.6% |
| 1Y | -35.8% | +2.9% | -38.7% | -37.6% |
| All | +330.2% | +41.6% | +288.6% | +203.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling