+443.7%
APLD vs TECK
+77.7%
+366.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.5% |
| 7D | +4.1% | -0.3% | +4.4% | +4.4% |
| 30D | -11.7% | +4.6% | -16.3% | -14.9% |
| 3M | -40.3% | +2.8% | -43.1% | -41.4% |
| 6M | -8.0% | +24.9% | -32.9% | -20.4% |
| YTD | +7.5% | +44.7% | -37.2% | -15.4% |
| 1Y | +84.0% | +112.0% | -28.0% | +8.9% |
| 3Y | +356.2% | +67.6% | +288.6% | +218.4% |
| All | +443.7% | +77.7% | +366.0% | +293.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling