+229.3%
APLD vs WMB
+138.5%
+90.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.2% |
| 7D | +2.7% | +7.8% | -5.1% | -5.6% |
| 30D | -21.4% | -5.1% | -16.3% | -16.0% |
| 3M | -47.8% | -4.7% | -43.1% | -44.9% |
| 6M | -64.9% | -7.4% | -57.5% | -62.5% |
| YTD | -34.9% | +17.5% | -52.3% | -49.1% |
| 1Y | -30.7% | +19.5% | -50.2% | -47.2% |
| 3Y | +305.3% | +121.3% | +184.0% | +40.5% |
| All | +229.3% | +138.5% | +90.7% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling