+192.2%
APLD vs TOST
+89.5%
+102.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.6% | -14.1% | -14.4% |
| 7D | -27.0% | +11.6% | -38.6% | -31.0% |
| 30D | -44.1% | +16.2% | -60.3% | -48.3% |
| 3M | -52.6% | +1.0% | -53.6% | -53.6% |
| 6M | -64.5% | +23.2% | -87.7% | -69.3% |
| YTD | -42.2% | -1.0% | -41.2% | -45.9% |
| 1Y | -57.2% | -9.9% | -47.3% | -57.7% |
| 3Y | +159.5% | +101.0% | +58.5% | +62.9% |
| All | +192.2% | +89.5% | +102.6% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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