+249.5%
APLD vs TD
+98.8%
+150.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.7% |
| 7D | +19.6% | +0.6% | +19.0% | +18.6% |
| 30D | -24.5% | +5.0% | -29.4% | -30.0% |
| 3M | -45.6% | +1.1% | -46.7% | -46.4% |
| 6M | -61.4% | +16.5% | -77.9% | -70.1% |
| YTD | -30.9% | +34.3% | -65.1% | -56.9% |
| 1Y | -35.8% | +52.9% | -88.7% | -67.7% |
| 3Y | +261.4% | +132.2% | +129.2% | -16.4% |
| All | +249.5% | +98.8% | +150.7% | +30.2% |
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