+444.7%
APLD vs NTR
-18.9%
+463.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | +0.2% | -1.3% | +1.5% | +1.0% |
| 30D | -15.2% | +16.8% | -32.0% | -22.7% |
| 3M | -36.3% | +20.7% | -57.0% | -43.8% |
| 6M | -7.4% | +0.5% | -7.9% | -10.2% |
| YTD | +7.7% | +29.2% | -21.4% | -12.0% |
| 1Y | +53.8% | +39.6% | +14.2% | +17.5% |
| 3Y | +407.1% | +37.9% | +369.2% | +286.5% |
| All | +444.7% | -18.9% | +463.6% | +438.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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