+249.5%
APLD vs W
+5.3%
+244.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.6% | -2.8% | -4.5% |
| 7D | +19.6% | -1.7% | +21.3% | +20.4% |
| 30D | -24.5% | +3.2% | -27.7% | -25.3% |
| 3M | -45.6% | +8.3% | -53.9% | -47.3% |
| 6M | -61.4% | +84.3% | -145.7% | -69.6% |
| YTD | -30.9% | +11.0% | -41.9% | -35.6% |
| 1Y | -35.8% | -0.2% | -35.6% | -38.5% |
| 3Y | +261.4% | +157.9% | +103.5% | +125.3% |
| All | +249.5% | +5.3% | +244.2% | +70.5% |
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