+93.8%
APLD vs TLN
+716.6%
-622.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.9% | +2.5% | +3.7% |
| 7D | +7.8% | +15.9% | -8.1% | -2.8% |
| 30D | -23.0% | -0.3% | -22.7% | -21.9% |
| 3M | -39.7% | +5.8% | -45.5% | -42.2% |
| 6M | -59.8% | -1.2% | -58.6% | -59.7% |
| YTD | -27.0% | +1.0% | -28.0% | -30.1% |
| 1Y | -37.3% | +1.1% | -38.4% | -39.8% |
| 3Y | +281.9% | +591.7% | -309.8% | +35.4% |
| All | +93.8% | +716.6% | -622.8% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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