+153.0%
WMT vs APLD
+254.9%
-101.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | -0.1% |
| 7D | +0.6% | -6.3% | +6.9% | +0.6% |
| 30D | +12.8% | -29.6% | +42.3% | +13.0% |
| 3M | +11.7% | -42.6% | +54.3% | +12.0% |
| 6M | -3.5% | -59.6% | +56.1% | -3.0% |
| YTD | +13.4% | -32.0% | +45.4% | +13.0% |
| 1Y | +23.6% | -46.9% | +70.6% | +23.4% |
| 3Y | +133.9% | +255.7% | -121.8% | +125.9% |
| All | +153.0% | +254.9% | -101.9% | +145.8% |
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 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