+244.7%
APLD vs TGT
-16.5%
+261.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.7% | +2.8% | +5.9% |
| 7D | +3.1% | +4.7% | -1.7% | +1.4% |
| 30D | -29.4% | +8.0% | -37.4% | -31.6% |
| 3M | -42.8% | +11.7% | -54.5% | -45.5% |
| 6M | -59.5% | +34.7% | -94.2% | -64.5% |
| YTD | -31.8% | +74.4% | -106.2% | -46.2% |
| 1Y | -46.0% | +89.2% | -135.2% | -59.0% |
| 3Y | +252.0% | +73.4% | +178.6% | +157.4% |
| All | +244.7% | -16.5% | +261.2% | +168.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling