+93.7%
WFC vs APLD
+230.9%
-137.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.7% | -10.8% | -1.4% |
| 7D | +0.6% | -12.7% | +13.4% | +1.1% |
| 30D | +4.6% | -34.7% | +39.3% | +6.2% |
| 3M | -3.6% | -46.1% | +42.5% | -1.5% |
| 6M | +5.6% | -64.9% | +70.4% | +9.2% |
| YTD | -8.5% | -36.6% | +28.1% | -8.6% |
| 1Y | -0.3% | -50.0% | +49.7% | +0.2% |
| 3Y | +116.4% | +190.1% | -73.7% | +88.8% |
| All | +93.7% | +230.9% | -137.1% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling