+103.5%
APLD vs AWK
+1.1%
+102.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.1% |
| 7D | +16.6% | +2.2% | +14.4% | +19.1% |
| 30D | -3.1% | +4.4% | -7.6% | +1.6% |
| 3M | -30.9% | +15.4% | -46.2% | -19.5% |
| 6M | +12.6% | +3.5% | +9.1% | +19.3% |
| YTD | +15.5% | +9.8% | +5.7% | +31.3% |
| 1Y | +103.5% | +3.0% | +100.5% | +141.5% |
| All | +103.5% | +1.1% | +102.4% | +141.5% |
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