+483.7%
APLD vs NTRS
+88.0%
+395.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +8.2% |
| 7D | +16.6% | +1.7% | +14.9% | +14.7% |
| 30D | -3.1% | +0.1% | -3.3% | -3.4% |
| 3M | -30.9% | +9.8% | -40.7% | -36.6% |
| 6M | +12.6% | +34.7% | -22.0% | -14.9% |
| YTD | +15.5% | +37.4% | -21.9% | -13.8% |
| 1Y | +103.5% | +48.2% | +55.4% | +40.4% |
| 3Y | +446.5% | +163.5% | +283.0% | +111.4% |
| All | +483.7% | +88.0% | +395.7% | +267.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling