+103.5%
APLD vs TW
-13.1%
+116.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.0% | +10.4% | +5.4% |
| 7D | +16.6% | -3.5% | +20.0% | +14.0% |
| 30D | -3.1% | +0.5% | -3.6% | -2.6% |
| 3M | -30.9% | +4.9% | -35.8% | -28.5% |
| 6M | +12.6% | -17.1% | +29.7% | +7.3% |
| YTD | +15.5% | -3.9% | +19.3% | +22.2% |
| 1Y | +103.5% | -13.3% | +116.8% | +108.6% |
| All | +103.5% | -13.1% | +116.6% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling