+220.6%
APLD vs SHW
+40.2%
+180.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.4% | +11.1% | +10.5% |
| 7D | -12.7% | +3.5% | -16.2% | -15.1% |
| 30D | -34.7% | +9.2% | -43.9% | -39.0% |
| 3M | -46.1% | -5.1% | -41.0% | -45.1% |
| 6M | -64.9% | +6.8% | -71.7% | -67.1% |
| YTD | -36.6% | +7.0% | -43.5% | -40.1% |
| 1Y | -50.0% | +4.1% | -54.1% | -52.2% |
| 3Y | +190.1% | +41.1% | +149.0% | +118.9% |
| All | +220.6% | +40.2% | +180.4% | +143.3% |
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 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