+305.3%
APLD vs TLN
+580.6%
-275.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.8% | -3.0% | -3.7% |
| 7D | +2.7% | +11.0% | -8.3% | -4.9% |
| 30D | -21.4% | +4.9% | -26.3% | -23.4% |
| 3M | -47.8% | +4.9% | -52.8% | -49.7% |
| 6M | -64.9% | +7.1% | -72.0% | -66.6% |
| YTD | -34.9% | +0.3% | -35.2% | -37.3% |
| 1Y | -30.7% | +5.9% | -36.7% | -35.9% |
| 3Y | +305.3% | +578.5% | -273.1% | +108.5% |
| All | +305.3% | +580.6% | -275.2% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling