+244.7%
APLD vs TW
+51.5%
+193.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.1% | +7.4% |
| 7D | +3.1% | +3.4% | -0.3% | +2.1% |
| 30D | -29.4% | +15.5% | -44.8% | -32.6% |
| 3M | -42.8% | +25.1% | -67.9% | -47.0% |
| 6M | -59.5% | +18.2% | -77.7% | -62.5% |
| YTD | -31.8% | +19.7% | -51.5% | -38.6% |
| 1Y | -46.0% | +18.1% | -64.2% | -51.0% |
| 3Y | +252.0% | +40.5% | +211.5% | +174.7% |
| All | +244.7% | +51.5% | +193.3% | +78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling