+192.2%
APLD vs WMB
+121.8%
+70.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -5.3% | -9.4% | -8.6% |
| 7D | -27.0% | -14.2% | -12.8% | -12.3% |
| 30D | -44.1% | -11.2% | -32.8% | -35.5% |
| 3M | -52.6% | -9.9% | -42.7% | -46.7% |
| 6M | -64.5% | -14.4% | -50.1% | -58.7% |
| YTD | -42.2% | +9.2% | -51.4% | -51.0% |
| 1Y | -57.2% | +15.1% | -72.2% | -66.1% |
| 3Y | +159.5% | +99.2% | +60.3% | +1.9% |
| All | +192.2% | +121.8% | +70.3% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling