-46.5%
APLD vs AWK
+20.7%
-67.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.2% | -8.9% | -3.9% |
| 7D | -18.5% | +7.0% | -25.6% | -10.7% |
| 30D | -32.8% | +17.0% | -49.8% | -17.3% |
| 3M | -46.9% | +12.4% | -59.3% | -37.6% |
| 6M | -53.4% | +19.6% | -73.0% | -40.2% |
| YTD | -32.3% | +17.0% | -49.3% | -14.4% |
| 1Y | -46.5% | +20.0% | -66.5% | -30.6% |
| All | -46.5% | +20.7% | -67.2% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling