-46.5%
APLD vs TPR
+20.9%
-67.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.5% | -10.3% | -8.3% |
| 7D | -18.5% | +12.6% | -31.2% | -23.3% |
| 30D | -32.8% | +7.1% | -39.9% | -35.2% |
| 3M | -46.9% | -19.4% | -27.5% | -41.2% |
| 6M | -53.4% | -9.7% | -43.7% | -53.2% |
| YTD | -32.3% | -1.0% | -31.3% | -33.9% |
| 1Y | -46.5% | +19.3% | -65.8% | -56.1% |
| All | -46.5% | +20.9% | -67.4% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling