+373.4%
APLD vs WM
+46.1%
+327.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.5% |
| 7D | +4.1% | -0.3% | +4.4% | +4.0% |
| 30D | -11.7% | -2.4% | -9.3% | -12.1% |
| 3M | -40.3% | +0.4% | -40.7% | -40.8% |
| 6M | -8.0% | -9.5% | +1.5% | -7.5% |
| YTD | +7.5% | +0.5% | +7.0% | +6.1% |
| 1Y | +84.0% | -1.1% | +85.1% | +83.1% |
| All | +373.4% | +46.1% | +327.3% | +460.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling