+81.0%
APLD vs TLN
+683.0%
-602.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.2% | +0.3% | +2.1% |
| 7D | +3.1% | +9.1% | -6.0% | -2.8% |
| 30D | -29.4% | -4.1% | -25.3% | -26.4% |
| 3M | -42.8% | +4.4% | -47.2% | -44.7% |
| 6M | -59.5% | -6.0% | -53.5% | -57.9% |
| YTD | -31.8% | -3.1% | -28.7% | -32.7% |
| 1Y | -46.0% | -6.1% | -40.0% | -45.3% |
| 3Y | +252.0% | +575.3% | -323.3% | +26.3% |
| All | +81.0% | +683.0% | -602.1% | -47.4% |
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