+190.1%
APLD vs AWK
+24.3%
+165.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.4% | +11.1% | +8.9% |
| 7D | -12.7% | +4.1% | -16.8% | -10.3% |
| 30D | -34.7% | +18.0% | -52.7% | -28.1% |
| 3M | -46.1% | +12.2% | -58.3% | -42.0% |
| 6M | -64.9% | +21.2% | -86.1% | -60.6% |
| YTD | -36.6% | +17.6% | -54.1% | -29.3% |
| 1Y | -50.0% | +19.2% | -69.2% | -43.9% |
| 3Y | +190.1% | +26.7% | +163.4% | +195.8% |
| All | +190.1% | +24.3% | +165.8% | +195.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling