-35.8%
APLD vs GTLB
+1.6%
-37.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +19.6% | -3.5% | +23.1% | +19.6% |
| 30D | -24.5% | -9.0% | -15.5% | -24.2% |
| 3M | -45.6% | +15.9% | -61.4% | -44.2% |
| 6M | -61.4% | +104.9% | -166.3% | -58.8% |
| YTD | -30.9% | +26.0% | -56.9% | -19.1% |
| 1Y | -35.8% | +1.8% | -37.6% | -22.3% |
| All | -35.8% | +1.6% | -37.4% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling