+443.4%
APLD vs WTW
+66.9%
+376.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.8% | +10.2% | +7.3% |
| 7D | +16.6% | -2.7% | +19.3% | +16.5% |
| 30D | -3.1% | -5.6% | +2.5% | -3.1% |
| 3M | -30.9% | +26.5% | -57.4% | -30.4% |
| 6M | +12.6% | +8.1% | +4.5% | +15.3% |
| YTD | +15.5% | -0.3% | +15.8% | +20.0% |
| 1Y | +103.5% | -0.9% | +104.4% | +111.2% |
| All | +443.4% | +66.9% | +376.5% | +416.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling