+483.7%
APLD vs NYT
+59.6%
+424.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.3% | +6.8% |
| 7D | +16.6% | +0.3% | +16.2% | +16.3% |
| 30D | -3.1% | +7.0% | -10.1% | -6.9% |
| 3M | -30.9% | -7.9% | -23.0% | -29.1% |
| 6M | +12.6% | -15.0% | +27.6% | +21.2% |
| YTD | +15.5% | -1.3% | +16.7% | +11.1% |
| 1Y | +103.5% | +16.9% | +86.6% | +69.8% |
| 3Y | +446.5% | +58.9% | +387.6% | +229.5% |
| All | +483.7% | +59.6% | +424.2% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling