+243.9%
APLD vs TD
+98.9%
+145.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.3% |
| 7D | -6.3% | -0.7% | -5.6% | -5.0% |
| 30D | -29.6% | +7.6% | -37.2% | -37.6% |
| 3M | -42.6% | +3.0% | -45.6% | -45.2% |
| 6M | -59.6% | +16.8% | -76.4% | -68.9% |
| YTD | -32.0% | +34.3% | -66.3% | -57.7% |
| 1Y | -46.9% | +56.0% | -102.9% | -74.3% |
| 3Y | +255.7% | +132.4% | +123.3% | -17.9% |
| All | +243.9% | +98.9% | +145.0% | +27.9% |
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