+244.7%
APLD vs TAP
-13.8%
+258.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.2% | +8.7% | +7.4% |
| 7D | +3.1% | -7.8% | +10.9% | +2.4% |
| 30D | -29.4% | +7.1% | -36.5% | -29.1% |
| 3M | -42.8% | -7.0% | -35.7% | -42.6% |
| 6M | -59.5% | -3.8% | -55.7% | -59.3% |
| YTD | -31.8% | -11.7% | -20.1% | -31.4% |
| 1Y | -46.0% | -10.1% | -35.9% | -45.9% |
| 3Y | +252.0% | -23.7% | +275.7% | +256.5% |
| All | +244.7% | -13.8% | +258.5% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling