+113.7%
WMT vs APLD
+502.3%
-388.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.4% | -8.4% | -1.1% |
| 7D | +0.1% | +16.6% | -16.4% | 0.0% |
| 30D | -5.0% | -3.1% | -1.8% | -5.0% |
| 3M | -11.3% | -30.9% | +19.6% | -11.0% |
| 6M | -13.8% | +12.6% | -26.4% | -14.2% |
| YTD | -4.2% | +15.5% | -19.7% | -4.8% |
| 1Y | +4.6% | +103.5% | -99.0% | +3.1% |
| 3Y | +100.5% | +446.5% | -346.0% | +93.1% |
| All | +113.7% | +502.3% | -388.6% | +107.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling