+244.7%
APLD vs W
+10.4%
+234.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.6% | +2.9% | +5.9% |
| 7D | +3.1% | +3.3% | -0.2% | +1.7% |
| 30D | -29.4% | +10.5% | -39.9% | -31.8% |
| 3M | -42.8% | +9.6% | -52.4% | -44.8% |
| 6M | -59.5% | +76.4% | -135.8% | -67.7% |
| YTD | -31.8% | +16.4% | -48.2% | -37.5% |
| 1Y | -46.0% | +9.3% | -55.4% | -49.9% |
| 3Y | +252.0% | +172.8% | +79.2% | +115.2% |
| All | +244.7% | +10.4% | +234.3% | +65.4% |
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