+444.7%
APLD vs NYT
+57.0%
+387.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.2% |
| 7D | +0.2% | -0.6% | +0.8% | +0.6% |
| 30D | -15.2% | +4.6% | -19.8% | -17.3% |
| 3M | -36.3% | -9.6% | -26.7% | -33.9% |
| 6M | -7.4% | -14.0% | +6.6% | -1.1% |
| YTD | +7.7% | -2.8% | +10.6% | +4.7% |
| 1Y | +53.8% | +15.6% | +38.2% | +29.3% |
| 3Y | +407.1% | +56.3% | +350.8% | +208.8% |
| All | +444.7% | +57.0% | +387.7% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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