+373.4%
APLD vs AWK
+10.2%
+363.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.7% |
| 7D | +4.1% | +1.7% | +2.3% | +4.7% |
| 30D | -11.7% | +5.6% | -17.3% | -9.8% |
| 3M | -40.3% | +15.9% | -56.1% | -36.9% |
| 6M | -8.0% | +4.6% | -12.5% | -5.1% |
| YTD | +7.5% | +10.1% | -2.5% | +12.6% |
| 1Y | +84.0% | +2.1% | +81.9% | +92.1% |
| All | +373.4% | +10.2% | +363.2% | +300.2% |
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