+252.0%
APLD vs PTC
+30.6%
+221.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.1% | +7.4% |
| 7D | +3.1% | +0.8% | +2.3% | +2.9% |
| 30D | -29.4% | +0.7% | -30.1% | -29.5% |
| 3M | -42.8% | +32.6% | -75.4% | -48.6% |
| 6M | -59.5% | +33.6% | -93.0% | -64.0% |
| YTD | -31.8% | +12.4% | -44.2% | -31.0% |
| 1Y | -46.0% | +11.2% | -57.2% | -44.6% |
| 3Y | +252.0% | +31.7% | +220.3% | +162.9% |
| All | +252.0% | +30.6% | +221.4% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 3y: compounded portfolio wealth divided by compounded PTC 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…
3y analysis · Full analysis span regression · 6 months rolling