+483.7%
APLD vs TEVA
+263.6%
+220.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.3% | +6.9% |
| 7D | +16.6% | +1.6% | +15.0% | +15.7% |
| 30D | -3.1% | +4.0% | -7.1% | -4.7% |
| 3M | -30.9% | +10.5% | -41.4% | -34.5% |
| 6M | +12.6% | +18.4% | -5.8% | +3.4% |
| YTD | +15.5% | +17.8% | -2.3% | +6.4% |
| 1Y | +103.5% | +90.5% | +13.1% | +51.4% |
| 3Y | +446.5% | +282.1% | +164.4% | +153.7% |
| All | +483.7% | +263.6% | +220.1% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling