+269.3%
APLD vs W
+8.1%
+261.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +6.8% |
| 7D | +7.8% | -7.4% | +15.2% | +11.1% |
| 30D | -23.0% | +7.8% | -30.8% | -25.0% |
| 3M | -39.7% | +10.9% | -50.6% | -42.0% |
| 6M | -59.8% | +86.4% | -146.3% | -68.5% |
| YTD | -27.0% | +14.0% | -40.9% | -32.6% |
| 1Y | -37.3% | +3.5% | -40.8% | -40.7% |
| 3Y | +281.9% | +164.8% | +117.1% | +135.9% |
| All | +269.3% | +8.1% | +261.2% | +78.4% |
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