+68.3%
APLD vs TLN
+630.2%
-561.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +7.1% | +2.7% | +4.4% |
| 7D | -12.7% | -1.3% | -11.4% | -11.2% |
| 30D | -34.7% | -10.5% | -24.2% | -28.6% |
| 3M | -46.1% | +0.1% | -46.2% | -46.2% |
| 6M | -64.9% | -17.4% | -47.4% | -59.9% |
| YTD | -36.6% | -9.7% | -26.9% | -34.1% |
| 1Y | -50.0% | -12.3% | -37.7% | -46.6% |
| 3Y | +190.1% | +528.3% | -338.2% | +9.9% |
| All | +68.3% | +630.2% | -561.9% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling