+459.6%
APLD vs TGT
-20.7%
+480.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.0% |
| 7D | +9.0% | -3.6% | +12.5% | +10.4% |
| 30D | -6.6% | +4.4% | -11.0% | -8.5% |
| 3M | -35.2% | +25.4% | -60.6% | -41.4% |
| 6M | +0.4% | +33.4% | -33.0% | -11.5% |
| YTD | +10.7% | +65.6% | -54.9% | -10.7% |
| 1Y | +78.6% | +80.3% | -1.7% | +37.7% |
| 3Y | +423.9% | +42.1% | +381.8% | +321.9% |
| All | +459.6% | -20.7% | +480.3% | +345.0% |
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