+153.3%
WMT vs APLD
+255.7%
-102.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | +0.1% |
| 7D | -1.6% | +3.1% | -4.7% | -1.6% |
| 30D | +12.9% | -29.4% | +42.2% | +13.1% |
| 3M | +12.6% | -42.8% | +55.4% | +13.0% |
| 6M | -3.4% | -59.5% | +56.0% | -2.9% |
| YTD | +13.5% | -31.8% | +45.3% | +13.1% |
| 1Y | +23.5% | -46.0% | +69.5% | +23.3% |
| 3Y | +137.3% | +252.0% | -114.7% | +129.2% |
| All | +153.3% | +255.7% | -102.5% | +146.1% |
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