+192.2%
APLD vs SHW
+42.2%
+149.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.0% | -10.7% | -12.5% |
| 7D | -27.0% | +5.7% | -32.7% | -29.9% |
| 30D | -44.1% | +8.7% | -52.8% | -47.5% |
| 3M | -52.6% | -5.4% | -47.2% | -51.5% |
| 6M | -64.5% | +12.2% | -76.7% | -67.7% |
| YTD | -42.2% | +8.5% | -50.7% | -45.8% |
| 1Y | -57.2% | +4.9% | -62.1% | -59.2% |
| 3Y | +159.5% | +42.8% | +116.7% | +94.7% |
| All | +192.2% | +42.2% | +149.9% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling