+483.7%
APLD vs WAT
+37.9%
+445.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +8.9% | +7.9% |
| 7D | +16.6% | -0.7% | +17.3% | +16.8% |
| 30D | -3.1% | -1.0% | -2.1% | -2.8% |
| 3M | -30.9% | +10.9% | -41.7% | -33.3% |
| 6M | +12.6% | +33.2% | -20.6% | +1.5% |
| YTD | +15.5% | +6.1% | +9.4% | +11.0% |
| 1Y | +103.5% | +30.2% | +73.3% | +80.3% |
| 3Y | +446.5% | +52.9% | +393.7% | +330.0% |
| All | +483.7% | +37.9% | +445.8% | +376.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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