+431.5%
APLD vs NTRS
+90.3%
+341.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -6.3% |
| 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% | -41.0% |
| 6M | -5.9% | +36.9% | -42.8% | -30.1% |
| YTD | +5.1% | +39.1% | -34.0% | -22.5% |
| 1Y | +51.8% | +50.4% | +1.4% | +3.3% |
| 3Y | +397.7% | +166.8% | +230.9% | +90.1% |
| All | +431.5% | +90.3% | +341.2% | +230.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling