-35.8%
APLD vs NTAP
+70.2%
-106.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -6.1% |
| 7D | +19.6% | +9.9% | +9.8% | +14.5% |
| 30D | -24.5% | -22.1% | -2.3% | -16.4% |
| 3M | -45.6% | -7.7% | -37.9% | -42.8% |
| 6M | -61.4% | +60.9% | -122.4% | -66.4% |
| YTD | -30.9% | +76.4% | -107.3% | -42.3% |
| 1Y | -35.8% | +69.3% | -105.2% | -40.2% |
| All | -35.8% | +70.2% | -106.0% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling