+190.1%
APLD vs WAT
+74.7%
+115.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.0% | +8.7% | +9.4% |
| 7D | -12.7% | -1.1% | -11.6% | -12.2% |
| 30D | -34.7% | +5.0% | -39.6% | -35.3% |
| 3M | -46.1% | +14.5% | -60.6% | -48.0% |
| 6M | -64.9% | +30.9% | -95.8% | -67.4% |
| YTD | -36.6% | +20.5% | -57.1% | -41.0% |
| 1Y | -50.0% | +23.3% | -73.3% | -53.8% |
| 3Y | +190.1% | +81.5% | +108.6% | +81.0% |
| All | +190.1% | +74.7% | +115.4% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling