+407.1%
APLD vs TEVA
+280.8%
+126.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | +1.9% |
| 7D | +0.2% | +2.0% | -1.8% | -0.4% |
| 30D | -15.2% | +1.0% | -16.1% | -15.4% |
| 3M | -36.3% | +7.3% | -43.6% | -38.0% |
| 6M | -7.4% | +21.7% | -29.1% | -13.6% |
| YTD | +7.7% | +18.8% | -11.1% | +1.5% |
| 1Y | +53.8% | +86.5% | -32.7% | +26.3% |
| 3Y | +407.1% | +269.4% | +137.7% | +195.4% |
| All | +407.1% | +280.8% | +126.3% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 3y: compounded portfolio wealth divided by compounded TEVA 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…
3y analysis · Full analysis span regression · 6 months rolling