+431.5%
APLD vs NYT
+56.3%
+375.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -0.5% | -0.7% | +0.2% | 0.0% |
| 30D | -13.2% | +4.5% | -17.6% | -15.3% |
| 3M | -33.8% | -8.5% | -25.2% | -31.8% |
| 6M | -5.9% | -15.1% | +9.1% | +1.2% |
| YTD | +5.1% | -3.3% | +8.4% | +2.4% |
| 1Y | +51.8% | +17.0% | +34.8% | +26.2% |
| 3Y | +397.7% | +55.7% | +342.0% | +203.7% |
| All | +431.5% | +56.3% | +375.3% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling