+229.3%
APLD vs TNA
+3.5%
+225.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.0% |
| 7D | +2.7% | +3.7% | -1.0% | +0.1% |
| 30D | -21.4% | +4.4% | -25.8% | -23.4% |
| 3M | -47.8% | -26.7% | -21.2% | -34.1% |
| 6M | -64.9% | -12.8% | -52.1% | -60.3% |
| YTD | -34.9% | +22.7% | -57.5% | -40.3% |
| 1Y | -30.7% | +35.7% | -66.4% | -40.6% |
| 3Y | +305.3% | +134.6% | +170.8% | +112.1% |
| All | +229.3% | +3.5% | +225.8% | +141.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling