+192.2%
APLD vs PTC
+94.0%
+98.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.3% | -14.4% | -14.5% |
| 7D | -27.0% | -0.1% | -26.9% | -26.9% |
| 30D | -44.1% | +0.8% | -44.9% | -44.3% |
| 3M | -52.6% | +39.6% | -92.1% | -64.3% |
| 6M | -64.5% | +41.5% | -105.9% | -75.2% |
| YTD | -42.2% | +11.7% | -53.9% | -49.6% |
| 1Y | -57.2% | +2.4% | -59.6% | -58.7% |
| 3Y | +159.5% | +31.9% | +127.6% | +78.9% |
| All | +192.2% | +94.0% | +98.2% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling