+443.7%
APLD vs NTAP
+167.6%
+276.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +4.1% | -0.8% | +4.8% | +4.7% |
| 30D | -11.7% | -0.5% | -11.2% | -12.0% |
| 3M | -40.3% | +4.1% | -44.3% | -42.9% |
| 6M | -8.0% | +88.0% | -95.9% | -52.3% |
| YTD | +7.5% | +75.6% | -68.0% | -41.8% |
| 1Y | +84.0% | +58.9% | +25.1% | +10.1% |
| 3Y | +356.2% | +153.6% | +202.7% | +62.8% |
| All | +443.7% | +167.6% | +276.1% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling