+269.3%
APLD vs TGT
-17.5%
+286.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.2% |
| 7D | +7.8% | +0.5% | +7.4% | +7.9% |
| 30D | -23.0% | +6.7% | -29.6% | -25.0% |
| 3M | -39.7% | +8.4% | -48.1% | -41.9% |
| 6M | -59.8% | +40.7% | -100.5% | -65.3% |
| YTD | -27.0% | +72.2% | -99.2% | -42.1% |
| 1Y | -37.3% | +86.2% | -123.5% | -52.1% |
| 3Y | +281.9% | +68.8% | +213.1% | +182.6% |
| All | +269.3% | -17.5% | +286.8% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling