+443.7%
APLD vs TAP
-12.4%
+456.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | +4.1% | -2.3% | +6.4% | +4.1% |
| 30D | -11.7% | -2.1% | -9.6% | -11.7% |
| 3M | -40.3% | +6.6% | -46.9% | -40.6% |
| 6M | -8.0% | -11.5% | +3.5% | -7.1% |
| YTD | +7.5% | -10.3% | +17.8% | +8.0% |
| 1Y | +84.0% | -14.4% | +98.4% | +85.9% |
| 3Y | +356.2% | -28.3% | +384.5% | +376.0% |
| All | +443.7% | -12.4% | +456.1% | +377.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling