-46.5%
APLD vs TECK
+59.3%
-105.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.3% | -11.0% | -11.3% |
| 7D | -18.5% | +2.3% | -20.8% | -21.2% |
| 30D | -32.8% | -5.0% | -27.7% | -29.4% |
| 3M | -46.9% | -0.3% | -46.6% | -47.4% |
| 6M | -53.4% | +13.9% | -67.2% | -60.2% |
| YTD | -32.3% | +35.2% | -67.5% | -48.1% |
| 1Y | -46.5% | +57.5% | -104.1% | -65.2% |
| All | -46.5% | +59.3% | -105.8% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling