+305.3%
APLD vs NTAP
+148.4%
+156.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.5% | -3.3% | -4.1% |
| 7D | +2.7% | +7.2% | -4.5% | -1.7% |
| 30D | -21.4% | -18.4% | -3.1% | -9.3% |
| 3M | -47.8% | -11.3% | -36.5% | -43.0% |
| 6M | -64.9% | +53.8% | -118.6% | -74.7% |
| YTD | -34.9% | +72.0% | -106.8% | -58.0% |
| 1Y | -30.7% | +68.0% | -98.8% | -54.2% |
| 3Y | +305.3% | +149.5% | +155.8% | +175.8% |
| All | +305.3% | +148.4% | +156.9% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling