+305.3%
APLD vs WU
-23.0%
+328.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.4% | -7.1% | -5.7% |
| 7D | +2.7% | -2.0% | +4.7% | +2.6% |
| 30D | -21.4% | +11.4% | -32.8% | -21.4% |
| 3M | -47.8% | -6.8% | -41.0% | -47.5% |
| 6M | -64.9% | -14.6% | -50.3% | -64.8% |
| YTD | -34.9% | -20.6% | -14.2% | -34.4% |
| 1Y | -30.7% | -15.4% | -15.4% | -30.8% |
| 3Y | +305.3% | -23.6% | +328.9% | +234.1% |
| All | +305.3% | -23.0% | +328.4% | +234.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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