+244.7%
APLD vs WM
+57.2%
+187.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.5% |
| 7D | +3.1% | -0.5% | +3.5% | +3.0% |
| 30D | -29.4% | +13.3% | -42.7% | -31.9% |
| 3M | -42.8% | +4.4% | -47.2% | -43.6% |
| 6M | -59.5% | +10.8% | -70.3% | -62.0% |
| YTD | -31.8% | +9.1% | -40.9% | -36.2% |
| 1Y | -46.0% | +19.1% | -65.2% | -52.9% |
| 3Y | +252.0% | +45.7% | +206.3% | +139.8% |
| All | +244.7% | +57.2% | +187.6% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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