+190.1%
APLD vs WU
-21.7%
+211.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.0% | +11.7% | +9.7% |
| 7D | -12.7% | +11.7% | -24.4% | -12.5% |
| 30D | -34.7% | +12.6% | -47.3% | -34.6% |
| 3M | -46.1% | -0.5% | -45.6% | -45.8% |
| 6M | -64.9% | -18.2% | -46.7% | -64.6% |
| YTD | -36.6% | -19.0% | -17.6% | -36.1% |
| 1Y | -50.0% | -16.7% | -33.3% | -49.8% |
| 3Y | +190.1% | -21.0% | +211.1% | +139.5% |
| All | +190.1% | -21.7% | +211.8% | +139.5% |
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