+243.9%
APLD vs WAT
+62.7%
+181.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -6.3% | +3.4% | -9.7% | -7.3% |
| 30D | -29.6% | +9.6% | -39.2% | -31.4% |
| 3M | -42.6% | +15.5% | -58.1% | -45.2% |
| 6M | -59.6% | +33.9% | -93.5% | -63.5% |
| YTD | -32.0% | +25.2% | -57.2% | -38.0% |
| 1Y | -46.9% | +26.3% | -73.2% | -52.0% |
| 3Y | +255.7% | +85.8% | +169.8% | +161.1% |
| All | +243.9% | +62.7% | +181.2% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling