+190.1%
APLD vs TOST
+96.7%
+93.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.4% | +11.1% | +10.3% |
| 7D | -12.7% | +9.4% | -22.2% | -16.5% |
| 30D | -34.7% | +13.5% | -48.2% | -38.6% |
| 3M | -46.1% | -0.1% | -46.0% | -46.9% |
| 6M | -64.9% | +22.5% | -87.3% | -69.4% |
| YTD | -36.6% | -2.4% | -34.2% | -39.4% |
| 1Y | -50.0% | -4.7% | -45.3% | -51.4% |
| 3Y | +190.1% | +103.2% | +86.9% | +69.1% |
| All | +190.1% | +96.7% | +93.5% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling