+190.1%
APLD vs PTC
+32.2%
+158.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.2% | +9.5% | +9.7% |
| 7D | -12.7% | -0.2% | -12.5% | -12.6% |
| 30D | -34.7% | +0.8% | -35.5% | -34.8% |
| 3M | -46.1% | +32.1% | -78.2% | -51.6% |
| 6M | -64.9% | +42.6% | -107.5% | -70.7% |
| YTD | -36.6% | +12.0% | -48.6% | -35.7% |
| 1Y | -50.0% | +12.2% | -62.1% | -49.2% |
| 3Y | +190.1% | +31.2% | +158.9% | +120.2% |
| All | +190.1% | +32.2% | +158.0% | +120.2% |
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