-46.8%
APLD vs TECK
+52.7%
-99.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.0% | +0.6% | 0.0% |
| 7D | +3.1% | +3.1% | 0.0% | -0.1% |
| 30D | -29.4% | -5.0% | -24.4% | -25.2% |
| 3M | -42.8% | -2.6% | -40.2% | -41.3% |
| 6M | -59.5% | 0.0% | -59.4% | -59.6% |
| YTD | -31.8% | +35.6% | -67.5% | -47.2% |
| All | -46.8% | +52.7% | -99.5% | -63.4% |
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