+443.7%
APLD vs WAT
+40.1%
+403.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | +4.1% | -1.3% | +5.3% | +4.6% |
| 30D | -11.7% | +2.3% | -14.1% | -12.4% |
| 3M | -40.3% | +8.7% | -49.0% | -41.9% |
| 6M | -8.0% | +28.3% | -36.3% | -16.0% |
| YTD | +7.5% | +7.8% | -0.2% | +2.9% |
| 1Y | +84.0% | +36.6% | +47.4% | +60.2% |
| 3Y | +356.2% | +45.7% | +310.6% | +266.9% |
| All | +443.7% | +40.1% | +403.6% | +341.6% |
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 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