+185.4%
APLD vs TLN
+583.6%
-398.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | -1.0% |
| 7D | +4.1% | +7.1% | -3.0% | -1.0% |
| 30D | -11.7% | -3.9% | -7.8% | -9.2% |
| 3M | -40.3% | -16.2% | -24.1% | -32.2% |
| 6M | -8.0% | -5.8% | -2.1% | -4.2% |
| YTD | +7.5% | -15.4% | +23.0% | +17.4% |
| 1Y | +84.0% | -16.7% | +100.7% | +101.4% |
| 3Y | +356.2% | +473.8% | -117.5% | +89.4% |
| All | +185.4% | +583.6% | -398.2% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling