+244.7%
APLD vs NTAP
+154.4%
+90.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.1% | +3.5% | +4.2% |
| 7D | +3.1% | -5.0% | +8.0% | +8.4% |
| 30D | -29.4% | -25.8% | -3.6% | -9.0% |
| 3M | -42.8% | -6.9% | -35.9% | -39.0% |
| 6M | -59.5% | +50.0% | -109.5% | -73.4% |
| YTD | -31.8% | +66.9% | -98.8% | -61.0% |
| 1Y | -46.0% | +58.3% | -104.3% | -67.1% |
| 3Y | +252.0% | +145.1% | +106.9% | +29.0% |
| All | +244.7% | +154.4% | +90.3% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling