-50.0%
APLD vs WM
+20.0%
-70.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.1% | +11.8% | +6.6% |
| 7D | -12.7% | +1.2% | -13.9% | -10.3% |
| 30D | -34.7% | +13.1% | -47.8% | -21.3% |
| 3M | -46.1% | +3.6% | -49.7% | -42.0% |
| 6M | -64.9% | +8.1% | -72.9% | -59.6% |
| YTD | -36.6% | +8.9% | -45.5% | -23.9% |
| 1Y | -50.0% | +20.3% | -70.3% | -25.8% |
| All | -50.0% | +20.0% | -70.0% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling