+373.4%
APLD vs SHW
+25.2%
+348.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.5% |
| 7D | +4.1% | -3.2% | +7.3% | +6.3% |
| 30D | -11.7% | -9.5% | -2.2% | -6.0% |
| 3M | -40.3% | +11.5% | -51.7% | -45.0% |
| 6M | -8.0% | -3.5% | -4.4% | -6.4% |
| YTD | +7.5% | +3.7% | +3.8% | +5.1% |
| 1Y | +84.0% | -7.9% | +91.9% | +90.7% |
| All | +373.4% | +25.2% | +348.2% | +213.5% |
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