+229.3%
APLD vs W
+5.7%
+223.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -5.9% |
| 7D | +2.7% | +0.2% | +2.5% | +2.7% |
| 30D | -21.4% | +6.8% | -28.2% | -23.3% |
| 3M | -47.8% | +10.7% | -58.5% | -49.8% |
| 6M | -64.9% | +86.3% | -151.2% | -72.4% |
| YTD | -34.9% | +11.5% | -46.3% | -39.4% |
| 1Y | -30.7% | +5.1% | -35.8% | -34.9% |
| 3Y | +305.3% | +171.0% | +134.3% | +148.2% |
| All | +229.3% | +5.7% | +223.5% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling