+444.7%
APLD vs NTRS
+92.4%
+352.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.5% |
| 7D | +0.2% | +1.4% | -1.2% | -1.2% |
| 30D | -15.2% | -0.7% | -14.5% | -14.8% |
| 3M | -36.3% | +11.3% | -47.6% | -42.4% |
| 6M | -7.4% | +35.5% | -42.9% | -30.5% |
| YTD | +7.7% | +40.6% | -32.8% | -21.3% |
| 1Y | +53.8% | +49.2% | +4.6% | +5.5% |
| 3Y | +407.1% | +167.2% | +239.9% | +93.7% |
| All | +444.7% | +92.4% | +352.4% | +235.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling