+243.9%
APLD vs WY
-39.4%
+283.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | +1.3% |
| 7D | -6.3% | +0.2% | -6.5% | -7.1% |
| 30D | -29.6% | +8.0% | -37.6% | -35.0% |
| 3M | -42.6% | -17.7% | -24.9% | -35.3% |
| 6M | -59.6% | -10.8% | -48.8% | -58.2% |
| YTD | -32.0% | -10.6% | -21.4% | -29.4% |
| 1Y | -46.9% | -5.7% | -41.2% | -47.9% |
| 3Y | +255.7% | -24.8% | +280.4% | +296.2% |
| All | +243.9% | -39.4% | +283.3% | +525.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling