+249.5%
APLD vs TNA
+4.6%
+244.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.9% | -0.4% | -1.8% |
| 7D | +19.6% | +7.7% | +11.9% | +13.5% |
| 30D | -24.5% | -0.7% | -23.8% | -23.5% |
| 3M | -45.6% | -25.4% | -20.2% | -32.2% |
| 6M | -61.4% | -11.8% | -49.6% | -56.8% |
| YTD | -30.9% | +23.9% | -54.8% | -37.2% |
| 1Y | -35.8% | +25.6% | -61.4% | -41.9% |
| 3Y | +261.4% | +137.1% | +124.3% | +87.6% |
| All | +249.5% | +4.6% | +244.9% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling