+330.2%
APLD vs NTRA
+570.3%
-240.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.3% | -5.9% |
| 7D | +19.6% | -11.2% | +30.8% | +25.7% |
| 30D | -24.5% | -18.4% | -6.1% | -15.7% |
| 3M | -45.6% | +2.2% | -47.8% | -46.8% |
| 6M | -61.4% | +58.1% | -119.6% | -71.7% |
| YTD | -30.9% | +41.0% | -71.8% | -46.7% |
| 1Y | -35.8% | +54.1% | -90.0% | -52.9% |
| All | +330.2% | +570.3% | -240.1% | +28.1% |
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