+192.2%
APLD vs WM
+60.3%
+131.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +1.2% | -15.9% | -14.9% |
| 7D | -27.0% | +4.5% | -31.5% | -27.6% |
| 30D | -44.1% | +16.1% | -60.1% | -46.3% |
| 3M | -52.6% | +8.0% | -60.6% | -53.6% |
| 6M | -64.5% | +8.4% | -72.9% | -66.0% |
| YTD | -42.2% | +11.2% | -53.4% | -46.0% |
| 1Y | -57.2% | +22.3% | -79.5% | -62.9% |
| 3Y | +159.5% | +50.2% | +109.3% | +74.2% |
| All | +192.2% | +60.3% | +131.9% | +54.4% |
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