+354.6%
APLD vs WMB
+121.3%
+233.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +5.1% |
| 7D | +7.8% | +1.6% | +6.3% | +6.9% |
| 30D | -23.0% | -7.1% | -15.9% | -16.2% |
| 3M | -39.7% | -4.0% | -35.7% | -36.9% |
| 6M | -59.8% | -5.7% | -54.1% | -58.2% |
| YTD | -27.0% | +17.2% | -44.1% | -42.2% |
| 1Y | -37.3% | +17.2% | -54.5% | -50.3% |
| All | +354.6% | +121.3% | +233.3% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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