-46.8%
APLD vs TLN
-8.1%
-38.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.2% | +0.3% | +1.7% |
| 7D | +3.1% | +9.1% | -6.0% | -3.2% |
| 30D | -29.4% | -4.1% | -25.3% | -26.5% |
| 3M | -42.8% | +4.4% | -47.2% | -44.9% |
| 6M | -59.5% | -6.0% | -53.5% | -58.5% |
| YTD | -31.8% | -3.1% | -28.7% | -37.7% |
| All | -46.8% | -8.1% | -38.8% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling