+242.5%
APLD vs TOST
+90.7%
+151.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.5% | -12.2% | -9.3% |
| 7D | -18.5% | +10.7% | -29.3% | -22.8% |
| 30D | -32.8% | +17.7% | -50.5% | -38.2% |
| 3M | -46.9% | +4.6% | -51.5% | -49.0% |
| 6M | -53.4% | +20.3% | -73.6% | -59.4% |
| YTD | -32.3% | -0.4% | -31.9% | -36.7% |
| 1Y | -46.5% | -0.8% | -45.8% | -49.9% |
| 3Y | +204.2% | +102.2% | +102.0% | +90.3% |
| All | +242.5% | +90.7% | +151.8% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling