+255.7%
APLD vs WY
-24.3%
+279.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | +0.3% |
| 7D | -6.3% | +0.2% | -6.5% | -6.6% |
| 30D | -29.6% | +8.0% | -37.6% | -31.9% |
| 3M | -42.6% | -17.7% | -24.9% | -38.7% |
| 6M | -59.6% | -10.8% | -48.8% | -58.6% |
| YTD | -32.0% | -10.6% | -21.4% | -30.0% |
| 1Y | -46.9% | -5.7% | -41.2% | -46.6% |
| 3Y | +255.7% | -24.8% | +280.4% | +279.9% |
| All | +255.7% | -24.3% | +279.9% | +279.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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