+420.9%
APLD vs NTRA
+510.2%
-89.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -5.1% |
| 7D | +9.0% | +1.6% | +7.4% | +7.9% |
| 30D | -6.6% | +3.8% | -10.4% | -8.5% |
| 3M | -35.2% | +48.2% | -83.5% | -49.0% |
| 6M | +0.4% | +61.0% | -60.5% | -25.7% |
| YTD | +10.7% | +44.2% | -33.5% | -13.6% |
| 1Y | +78.6% | +87.3% | -8.7% | +20.0% |
| All | +420.9% | +510.2% | -89.3% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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