+443.7%
APLD vs NTR
-17.8%
+461.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +2.6% |
| 7D | +4.1% | +8.1% | -4.0% | -0.5% |
| 30D | -11.7% | +18.8% | -30.5% | -20.4% |
| 3M | -40.3% | +16.2% | -56.5% | -45.9% |
| 6M | -8.0% | +9.8% | -17.7% | -16.0% |
| YTD | +7.5% | +30.9% | -23.3% | -12.8% |
| 1Y | +84.0% | +41.8% | +42.3% | +39.2% |
| 3Y | +356.2% | +35.8% | +320.5% | +252.6% |
| All | +443.7% | -17.8% | +461.5% | +433.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling