+242.5%
APLD vs WM
+58.4%
+184.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.6% | -8.4% | -7.0% |
| 7D | -18.5% | +5.9% | -24.5% | -19.4% |
| 30D | -32.8% | +15.4% | -48.2% | -35.4% |
| 3M | -46.9% | +6.3% | -53.2% | -47.9% |
| 6M | -53.4% | +5.6% | -59.0% | -55.0% |
| YTD | -32.3% | +9.9% | -42.2% | -36.6% |
| 1Y | -46.5% | +20.8% | -67.3% | -53.5% |
| 3Y | +204.2% | +48.5% | +155.7% | +104.5% |
| All | +242.5% | +58.4% | +184.1% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling