-29.8%
APLD vs WOLF
+32.2%
-62.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +16.8% | -7.1% | +4.2% |
| 7D | -12.7% | +8.2% | -20.9% | -14.6% |
| 30D | -34.7% | -24.2% | -10.5% | -28.8% |
| 3M | -46.1% | -13.8% | -32.3% | -44.3% |
| 6M | -64.9% | -44.8% | -20.1% | -60.3% |
| YTD | -36.6% | +36.6% | -73.2% | -43.6% |
| 1Y | -50.0% | +27.6% | -77.5% | -54.5% |
| All | -29.8% | +32.2% | -62.0% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling