+243.9%
APLD vs TECK
+61.8%
+182.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +1.9% |
| 7D | -6.3% | +1.7% | -8.0% | -7.3% |
| 30D | -29.6% | -7.6% | -21.9% | -24.9% |
| 3M | -42.6% | -5.9% | -36.7% | -39.7% |
| 6M | -59.6% | -2.8% | -56.7% | -58.1% |
| YTD | -32.0% | +31.8% | -63.8% | -42.3% |
| 1Y | -46.9% | +49.1% | -96.1% | -58.7% |
| 3Y | +255.7% | +83.0% | +172.6% | +139.3% |
| All | +243.9% | +61.8% | +182.1% | +168.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling