+229.3%
APLD vs WTW
+53.8%
+175.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.0% | -7.8% | -6.5% |
| 7D | +2.7% | +2.0% | +0.7% | +1.9% |
| 30D | -21.4% | +12.9% | -34.3% | -25.7% |
| 3M | -47.8% | +0.7% | -48.6% | -48.4% |
| 6M | -64.9% | +39.5% | -104.4% | -70.6% |
| YTD | -34.9% | +3.1% | -38.0% | -36.8% |
| 1Y | -30.7% | +4.8% | -35.5% | -33.8% |
| 3Y | +305.3% | +42.9% | +262.4% | +171.4% |
| All | +229.3% | +53.8% | +175.5% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling