+443.7%
APLD vs WTW
+53.0%
+390.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.7% |
| 7D | +4.1% | -2.6% | +6.7% | +5.3% |
| 30D | -11.7% | -1.0% | -10.7% | -11.5% |
| 3M | -40.3% | +29.9% | -70.2% | -47.7% |
| 6M | -8.0% | +10.7% | -18.7% | -12.9% |
| YTD | +7.5% | +2.6% | +5.0% | +5.2% |
| 1Y | +84.0% | +2.8% | +81.3% | +77.6% |
| 3Y | +356.2% | +67.3% | +289.0% | +148.9% |
| All | +443.7% | +53.0% | +390.7% | +137.6% |
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