+192.2%
APLD vs SW
+26.0%
+166.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -1.5% | -13.2% | -14.1% |
| 7D | -27.0% | +4.7% | -31.7% | -28.3% |
| 30D | -44.1% | +5.0% | -49.1% | -45.3% |
| 3M | -52.6% | -7.3% | -45.2% | -51.5% |
| 6M | -64.5% | +15.0% | -79.4% | -66.8% |
| YTD | -42.2% | +18.5% | -60.7% | -46.6% |
| 1Y | -57.2% | +27.1% | -84.3% | -61.5% |
| 3Y | +159.5% | +49.3% | +110.2% | +114.2% |
| All | +192.2% | +26.0% | +166.2% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling