+229.3%
APLD vs NTR
-25.8%
+255.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +2.7% | -0.3% | +3.0% | +2.9% |
| 30D | -21.4% | +2.0% | -23.4% | -22.9% |
| 3M | -47.8% | +6.4% | -54.2% | -50.4% |
| 6M | -64.9% | +1.6% | -66.5% | -66.1% |
| YTD | -34.9% | +18.2% | -53.1% | -44.6% |
| 1Y | -30.7% | +23.9% | -54.7% | -43.3% |
| 3Y | +305.3% | +44.7% | +260.7% | +189.7% |
| All | +229.3% | -25.8% | +255.1% | +238.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling