+330.2%
APLD vs NTR
+47.6%
+282.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | +19.6% | -1.4% | +21.0% | +20.1% |
| 30D | -24.5% | +2.2% | -26.7% | -25.3% |
| 3M | -45.6% | +6.8% | -52.4% | -47.3% |
| 6M | -61.4% | +0.6% | -62.0% | -61.9% |
| YTD | -30.9% | +18.2% | -49.1% | -38.6% |
| 1Y | -35.8% | +21.3% | -57.1% | -44.0% |
| All | +330.2% | +47.6% | +282.7% | +233.9% |
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