-46.5%
APLD vs TNA
+37.5%
-84.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.4% | -11.1% | -11.6% |
| 7D | -18.5% | +2.4% | -21.0% | -21.1% |
| 30D | -32.8% | -0.9% | -31.9% | -32.1% |
| 3M | -46.9% | -19.2% | -27.7% | -32.6% |
| 6M | -53.4% | -0.8% | -52.5% | -52.8% |
| YTD | -32.3% | +33.2% | -65.5% | -51.7% |
| 1Y | -46.5% | +38.5% | -85.0% | -62.5% |
| All | -46.5% | +37.5% | -84.0% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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