+297.3%
GLW vs APLD
+160.5%
+136.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -14.7% | +1.8% | -11.0% |
| 7D | -19.7% | -27.0% | +7.2% | -16.5% |
| 30D | -38.8% | -44.1% | +5.3% | -34.3% |
| 3M | -33.9% | -52.6% | +18.7% | -27.6% |
| 6M | -36.0% | -64.5% | +28.5% | -28.1% |
| YTD | +18.7% | -42.2% | +61.0% | +27.3% |
| 1Y | +19.8% | -57.2% | +77.0% | +30.2% |
| All | +297.3% | +160.5% | +136.8% | +266.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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