+229.3%
APLD vs TAP
-11.6%
+240.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.2% | -9.0% | -5.4% |
| 7D | +2.7% | +1.3% | +1.4% | +2.9% |
| 30D | -21.4% | +5.7% | -27.1% | -21.0% |
| 3M | -47.8% | -1.9% | -45.9% | -47.6% |
| 6M | -64.9% | +0.9% | -65.8% | -64.7% |
| YTD | -34.9% | -9.5% | -25.4% | -34.2% |
| 1Y | -30.7% | -9.0% | -21.8% | -30.2% |
| 3Y | +305.3% | -22.2% | +327.6% | +312.5% |
| All | +229.3% | -11.6% | +240.9% | +190.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling