+483.7%
APLD vs TD
+92.2%
+391.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +8.9% |
| 7D | +16.6% | +0.9% | +15.7% | +14.7% |
| 30D | -3.1% | -0.7% | -2.5% | -2.0% |
| 3M | -30.9% | +6.3% | -37.1% | -37.7% |
| 6M | +12.6% | +27.9% | -15.3% | -25.0% |
| YTD | +15.5% | +29.8% | -14.4% | -24.1% |
| 1Y | +103.5% | +63.7% | +39.9% | -9.4% |
| 3Y | +446.5% | +128.3% | +318.2% | +28.4% |
| All | +483.7% | +92.2% | +391.5% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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