+431.5%
APLD vs NTR
-18.6%
+450.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.5% | -2.6% | -3.6% |
| 7D | -0.5% | -2.5% | +2.0% | +1.0% |
| 30D | -13.2% | +17.0% | -30.2% | -20.9% |
| 3M | -33.8% | +22.2% | -55.9% | -41.9% |
| 6M | -5.9% | +5.2% | -11.1% | -11.4% |
| YTD | +5.1% | +29.7% | -24.5% | -14.3% |
| 1Y | +51.8% | +39.4% | +12.4% | +16.1% |
| 3Y | +397.7% | +38.2% | +359.5% | +279.0% |
| All | +431.5% | -18.6% | +450.1% | +424.4% |
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