+190.1%
APLD vs TD
+129.3%
+60.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.6% | +10.3% | +10.5% |
| 7D | -12.7% | -1.7% | -11.0% | -10.5% |
| 30D | -34.7% | +8.2% | -42.9% | -41.2% |
| 3M | -46.1% | +1.7% | -47.8% | -47.0% |
| 6M | -64.9% | +14.2% | -79.1% | -70.5% |
| YTD | -36.6% | +32.8% | -69.3% | -55.4% |
| 1Y | -50.0% | +55.5% | -105.4% | -70.7% |
| 3Y | +190.1% | +129.6% | +60.5% | +0.2% |
| All | +190.1% | +129.3% | +60.8% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling