+269.3%
APLD vs NTAP
+164.6%
+104.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.1% | +3.3% | +4.1% |
| 7D | +7.8% | -2.4% | +10.3% | +10.8% |
| 30D | -23.0% | -23.4% | +0.5% | -3.1% |
| 3M | -39.7% | -7.5% | -32.2% | -35.2% |
| 6M | -59.8% | +56.4% | -116.2% | -74.5% |
| YTD | -27.0% | +73.6% | -100.6% | -59.5% |
| 1Y | -37.3% | +68.4% | -105.7% | -63.9% |
| 3Y | +281.9% | +150.6% | +131.3% | +39.0% |
| All | +269.3% | +164.6% | +104.7% | +4.5% |
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