+420.9%
APLD vs TDY
+44.8%
+376.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -2.5% |
| 7D | +9.0% | -1.8% | +10.8% | +11.0% |
| 30D | -6.6% | -13.8% | +7.2% | +8.5% |
| 3M | -35.2% | -3.9% | -31.4% | -32.0% |
| 6M | +0.4% | -9.0% | +9.4% | +11.9% |
| YTD | +10.7% | +16.5% | -5.9% | +0.5% |
| 1Y | +78.6% | +9.3% | +69.3% | +69.7% |
| All | +420.9% | +44.8% | +376.1% | +285.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling