+243.9%
APLD vs W
+6.3%
+237.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +1.0% |
| 7D | -6.3% | +1.1% | -7.4% | -6.9% |
| 30D | -29.6% | +6.4% | -36.0% | -31.1% |
| 3M | -42.6% | +9.0% | -51.6% | -44.5% |
| 6M | -59.6% | +69.8% | -129.4% | -67.3% |
| YTD | -32.0% | +12.1% | -44.0% | -36.9% |
| 1Y | -46.9% | 0.0% | -47.0% | -49.2% |
| 3Y | +255.7% | +160.3% | +95.3% | +120.9% |
| All | +243.9% | +6.3% | +237.6% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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