+255.7%
APLD vs TNA
+147.0%
+108.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +1.3% |
| 7D | -6.3% | -0.5% | -5.9% | -6.0% |
| 30D | -29.6% | -0.7% | -28.8% | -28.7% |
| 3M | -42.6% | -21.5% | -21.1% | -31.0% |
| 6M | -59.6% | -11.2% | -48.3% | -54.9% |
| YTD | -32.0% | +27.0% | -58.9% | -39.0% |
| 1Y | -46.9% | +28.0% | -75.0% | -52.4% |
| 3Y | +255.7% | +142.9% | +112.7% | +94.3% |
| All | +255.7% | +147.0% | +108.7% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling