+431.5%
APLD vs WTW
+44.2%
+387.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.5% | -5.5% | -5.2% |
| 7D | -0.5% | -7.8% | +7.3% | +3.0% |
| 30D | -13.2% | -7.9% | -5.3% | -10.2% |
| 3M | -33.8% | +19.9% | -53.7% | -39.7% |
| 6M | -5.9% | +9.8% | -15.7% | -11.5% |
| YTD | +5.1% | -3.3% | +8.5% | +5.5% |
| 1Y | +51.8% | -3.3% | +55.1% | +50.6% |
| 3Y | +397.7% | +61.5% | +336.1% | +168.9% |
| All | +431.5% | +44.2% | +387.4% | +138.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling