+459.6%
APLD vs NTAP
+166.3%
+293.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -2.3% |
| 7D | +9.0% | +2.2% | +6.8% | +7.3% |
| 30D | -6.6% | -7.0% | +0.4% | -1.3% |
| 3M | -35.2% | +12.3% | -47.5% | -41.9% |
| 6M | +0.4% | +85.1% | -84.7% | -47.2% |
| YTD | +10.7% | +74.8% | -64.1% | -39.8% |
| 1Y | +78.6% | +52.7% | +25.9% | +11.4% |
| 3Y | +423.9% | +147.7% | +276.3% | +93.0% |
| All | +459.6% | +166.3% | +293.2% | +55.5% |
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