+19.1%
APLD vs WOLF
+57.5%
-38.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.9% | +0.2% |
| 7D | +4.1% | +9.7% | -5.6% | +1.3% |
| 30D | -11.7% | +12.5% | -24.3% | -15.9% |
| 3M | -40.3% | -57.7% | +17.5% | -28.8% |
| 6M | -8.0% | +37.7% | -45.6% | -19.2% |
| YTD | +7.5% | +62.8% | -55.3% | -9.2% |
| All | +19.1% | +57.5% | -38.4% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling