+84.0%
APLD vs WTW
+3.0%
+81.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +1.0% |
| 7D | +4.1% | -2.6% | +6.7% | +3.0% |
| 30D | -11.7% | -1.0% | -10.7% | -12.0% |
| 3M | -40.3% | +29.9% | -70.2% | -31.3% |
| 6M | -8.0% | +10.7% | -18.7% | +1.1% |
| YTD | +7.5% | +2.6% | +5.0% | +17.8% |
| 1Y | +84.0% | +2.8% | +81.3% | +106.4% |
| All | +84.0% | +3.0% | +81.0% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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