+244.7%
APLD vs AWK
-2.1%
+246.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.7% | +8.2% | +7.5% |
| 7D | +3.1% | +1.2% | +1.9% | +3.1% |
| 30D | -29.4% | +15.8% | -45.2% | -29.6% |
| 3M | -42.8% | +11.0% | -53.8% | -42.8% |
| 6M | -59.5% | +21.0% | -80.4% | -60.0% |
| YTD | -31.8% | +16.7% | -48.5% | -32.8% |
| 1Y | -46.0% | +17.2% | -63.2% | -47.2% |
| 3Y | +252.0% | +29.2% | +222.8% | +196.1% |
| All | +244.7% | -2.1% | +246.9% | +294.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling