+354.6%
APLD vs WAT
+86.6%
+268.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.3% | +7.7% |
| 7D | +7.8% | +0.7% | +7.1% | +7.8% |
| 30D | -23.0% | +9.0% | -31.9% | -24.5% |
| 3M | -39.7% | +13.5% | -53.1% | -41.6% |
| 6M | -59.8% | +35.3% | -95.1% | -63.0% |
| YTD | -27.0% | +24.0% | -50.9% | -32.5% |
| 1Y | -37.3% | +22.0% | -59.3% | -41.9% |
| All | +354.6% | +86.6% | +268.0% | +243.6% |
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