+229.3%
APLD vs SHW
+42.9%
+186.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.7% |
| 7D | +2.7% | +1.9% | +0.8% | +1.8% |
| 30D | -21.4% | +8.1% | -29.5% | -25.9% |
| 3M | -47.8% | -2.8% | -45.1% | -47.5% |
| 6M | -64.9% | +15.0% | -79.9% | -68.6% |
| YTD | -34.9% | +9.0% | -43.9% | -39.1% |
| 1Y | -30.7% | +4.5% | -35.2% | -33.8% |
| 3Y | +305.3% | +41.9% | +263.5% | +205.8% |
| All | +229.3% | +42.9% | +186.4% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling