+354.6%
APLD vs W
+167.8%
+186.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +6.7% |
| 7D | +7.8% | -7.4% | +15.2% | +11.3% |
| 30D | -23.0% | +7.8% | -30.8% | -25.1% |
| 3M | -39.7% | +10.9% | -50.6% | -42.2% |
| 6M | -59.8% | +86.4% | -146.3% | -69.3% |
| YTD | -27.0% | +14.0% | -40.9% | -33.3% |
| 1Y | -37.3% | +3.5% | -40.8% | -41.2% |
| All | +354.6% | +167.8% | +186.8% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling