-64.9%
APLD vs WOLF
-26.8%
-38.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +16.8% | -7.1% | +2.2% |
| 7D | -12.7% | +8.2% | -20.9% | -15.4% |
| 30D | -34.7% | -24.2% | -10.5% | -27.0% |
| 3M | -46.1% | -13.8% | -32.3% | -44.3% |
| 6M | -64.9% | -44.8% | -20.1% | -60.0% |
| All | -64.9% | -26.8% | -38.1% | -60.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling