+190.1%
APLD vs TAP
-23.7%
+213.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -4.5% | +14.2% | +8.1% |
| 7D | -12.7% | +0.5% | -13.2% | -12.1% |
| 30D | -34.7% | +9.1% | -43.8% | -32.4% |
| 3M | -46.1% | -3.8% | -42.3% | -45.8% |
| 6M | -64.9% | -3.4% | -61.4% | -64.3% |
| YTD | -36.6% | -10.6% | -25.9% | -36.1% |
| 1Y | -50.0% | -4.4% | -45.6% | -49.3% |
| 3Y | +190.1% | -24.4% | +214.5% | +165.6% |
| All | +190.1% | -23.7% | +213.8% | +165.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling