+243.9%
APLD vs TAP
-13.5%
+257.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.2% |
| 7D | -6.3% | -4.5% | -1.8% | -6.7% |
| 30D | -29.6% | +7.5% | -37.0% | -29.3% |
| 3M | -42.6% | -4.9% | -37.7% | -42.4% |
| 6M | -59.6% | -3.5% | -56.1% | -59.4% |
| YTD | -32.0% | -11.4% | -20.6% | -31.5% |
| 1Y | -46.9% | -10.8% | -36.1% | -46.7% |
| 3Y | +255.7% | -24.5% | +280.1% | +262.5% |
| All | +243.9% | -13.5% | +257.4% | +203.0% |
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