+53.8%
APLD vs TECK
+66.9%
-13.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.7% |
| 7D | +0.2% | -3.8% | +4.0% | +4.2% |
| 30D | -15.2% | +0.7% | -15.9% | -15.9% |
| 3M | -36.3% | +4.6% | -40.9% | -39.3% |
| 6M | -7.4% | +25.1% | -32.5% | -23.6% |
| YTD | +7.7% | +39.2% | -31.4% | -10.8% |
| 1Y | +53.8% | +60.3% | -6.5% | +25.7% |
| All | +53.8% | +66.9% | -13.2% | +25.7% |
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