+443.7%
APLD vs TDY
+27.6%
+416.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.3% |
| 7D | +4.1% | -1.8% | +5.9% | +6.2% |
| 30D | -11.7% | -10.7% | -1.0% | +0.2% |
| 3M | -40.3% | -1.3% | -39.0% | -38.7% |
| 6M | -8.0% | -10.6% | +2.6% | +5.9% |
| YTD | +7.5% | +19.6% | -12.0% | -9.0% |
| 1Y | +84.0% | +11.6% | +72.4% | +66.2% |
| 3Y | +356.2% | +45.2% | +311.0% | +204.9% |
| All | +443.7% | +27.6% | +416.1% | +309.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling