+220.6%
APLD vs W
+5.6%
+215.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.4% | +11.2% | +10.2% |
| 7D | -12.7% | -3.6% | -9.1% | -11.8% |
| 30D | -34.7% | +7.0% | -41.7% | -36.3% |
| 3M | -46.1% | +7.4% | -53.5% | -47.7% |
| 6M | -64.9% | +69.3% | -134.2% | -71.6% |
| YTD | -36.6% | +11.3% | -47.9% | -41.1% |
| 1Y | -50.0% | +13.2% | -63.2% | -54.1% |
| 3Y | +190.1% | +142.0% | +48.1% | +84.1% |
| All | +220.6% | +5.6% | +215.0% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling