+373.4%
APLD vs W
+39.1%
+334.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.8% | +0.8% |
| 7D | +4.1% | -4.2% | +8.2% | +5.8% |
| 30D | -11.7% | -7.6% | -4.2% | -9.0% |
| 3M | -40.3% | +37.2% | -77.4% | -48.9% |
| 6M | -8.0% | +26.3% | -34.3% | -19.1% |
| YTD | +7.5% | -1.0% | +8.5% | +3.8% |
| 1Y | +84.0% | +20.1% | +63.9% | +58.2% |
| All | +373.4% | +39.1% | +334.4% | +262.8% |
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