+431.5%
APLD vs TDY
+24.7%
+406.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.3% |
| 7D | -0.5% | -1.9% | +1.4% | +1.6% |
| 30D | -13.2% | -12.5% | -0.7% | +0.9% |
| 3M | -33.8% | -0.8% | -33.0% | -32.7% |
| 6M | -5.9% | -9.0% | +3.1% | +6.3% |
| YTD | +5.1% | +16.8% | -11.7% | -8.7% |
| 1Y | +51.8% | +9.5% | +42.4% | +40.2% |
| 3Y | +397.7% | +45.4% | +352.3% | +230.0% |
| All | +431.5% | +24.7% | +406.9% | +310.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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