+443.7%
APLD vs TW
+25.4%
+418.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | +4.1% | -2.3% | +6.4% | +4.9% |
| 30D | -11.7% | +3.9% | -15.6% | -13.0% |
| 3M | -40.3% | +5.7% | -46.0% | -42.9% |
| 6M | -8.0% | -14.5% | +6.6% | -2.9% |
| YTD | +7.5% | -0.9% | +8.4% | +3.2% |
| 1Y | +84.0% | -13.5% | +97.5% | +91.6% |
| 3Y | +356.2% | +25.0% | +331.2% | +260.1% |
| All | +443.7% | +25.4% | +418.3% | +200.5% |
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