+394.8%
APLD vs NTRS
+165.3%
+229.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -6.2% |
| 7D | -0.5% | +0.3% | -0.8% | -0.9% |
| 30D | -13.2% | +0.2% | -13.3% | -13.4% |
| 3M | -33.8% | +13.2% | -47.0% | -40.4% |
| 6M | -5.9% | +36.9% | -42.8% | -28.3% |
| YTD | +5.1% | +39.1% | -34.0% | -20.2% |
| 1Y | +51.8% | +50.4% | +1.4% | +7.4% |
| All | +394.8% | +165.3% | +229.5% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling