+420.9%
APLD vs NTR
+40.7%
+380.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.2% |
| 7D | +9.0% | +0.5% | +8.4% | +8.8% |
| 30D | -6.6% | +21.7% | -28.3% | -13.5% |
| 3M | -35.2% | +22.8% | -58.0% | -40.7% |
| 6M | +0.4% | +8.2% | -7.8% | -4.3% |
| YTD | +10.7% | +32.9% | -22.2% | -5.7% |
| 1Y | +78.6% | +45.3% | +33.2% | +42.8% |
| All | +420.9% | +40.7% | +380.2% | +346.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling