+220.6%
APLD vs TW
+50.8%
+169.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.1% | +9.6% | +9.7% |
| 7D | -12.7% | +4.2% | -16.9% | -13.8% |
| 30D | -34.7% | +18.9% | -53.6% | -38.3% |
| 3M | -46.1% | +23.8% | -69.9% | -50.0% |
| 6M | -64.9% | +17.0% | -81.9% | -67.3% |
| YTD | -36.6% | +19.2% | -55.8% | -42.9% |
| 1Y | -50.0% | +20.1% | -70.1% | -55.1% |
| 3Y | +190.1% | +40.5% | +149.6% | +125.9% |
| All | +220.6% | +50.8% | +169.8% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling