+305.3%
APLD vs WPM
+214.5%
+90.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.6% |
| 7D | +2.7% | -3.6% | +6.3% | +5.4% |
| 30D | -21.4% | +1.4% | -22.9% | -23.1% |
| 3M | -47.8% | -0.2% | -47.7% | -48.4% |
| 6M | -64.9% | -7.3% | -57.6% | -63.5% |
| YTD | -34.9% | +12.3% | -47.2% | -42.2% |
| 1Y | -30.7% | +24.9% | -55.6% | -43.4% |
| 3Y | +305.3% | +210.4% | +95.0% | +56.6% |
| All | +305.3% | +214.5% | +90.8% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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