+192.2%
APLD vs TAP
-8.6%
+200.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.1% | -12.6% | -14.9% |
| 7D | -27.0% | +7.7% | -34.7% | -26.5% |
| 30D | -44.1% | +14.4% | -58.5% | -43.6% |
| 3M | -52.6% | +2.0% | -54.6% | -52.2% |
| 6M | -64.5% | +2.5% | -66.9% | -64.2% |
| YTD | -42.2% | -6.4% | -35.8% | -41.5% |
| 1Y | -57.2% | -2.3% | -54.9% | -57.0% |
| 3Y | +159.5% | -20.3% | +179.8% | +166.0% |
| All | +192.2% | -8.6% | +200.8% | +158.7% |
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