+220.6%
APLD vs NTAP
+144.5%
+76.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.1% | +9.9% | +9.8% |
| 7D | -12.7% | -15.1% | +2.3% | +0.5% |
| 30D | -34.7% | -28.1% | -6.6% | -13.8% |
| 3M | -46.1% | -11.4% | -34.7% | -40.2% |
| 6M | -64.9% | +52.2% | -117.1% | -77.5% |
| YTD | -36.6% | +60.4% | -97.0% | -62.6% |
| 1Y | -50.0% | +51.0% | -101.0% | -68.3% |
| 3Y | +190.1% | +135.6% | +54.6% | +9.7% |
| All | +220.6% | +144.5% | +76.1% | -3.4% |
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