-37.3%
APLD vs TNA
+32.4%
-69.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.7% | +4.7% | +4.4% |
| 7D | +7.8% | -2.1% | +10.0% | +10.5% |
| 30D | -23.0% | +3.1% | -26.1% | -25.5% |
| 3M | -39.7% | -20.2% | -19.5% | -22.4% |
| 6M | -59.8% | -10.0% | -49.8% | -54.9% |
| YTD | -27.0% | +30.3% | -57.3% | -46.6% |
| 1Y | -37.3% | +31.1% | -68.4% | -53.1% |
| All | -37.3% | +32.4% | -69.7% | -53.1% |
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