+269.3%
APLD vs TPR
+338.6%
-69.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +8.3% |
| 7D | +7.8% | +6.4% | +1.4% | +3.4% |
| 30D | -23.0% | +13.8% | -36.7% | -29.4% |
| 3M | -39.7% | -16.6% | -23.0% | -35.3% |
| 6M | -59.8% | +0.7% | -60.5% | -61.8% |
| YTD | -27.0% | +5.3% | -32.3% | -32.3% |
| 1Y | -37.3% | +32.4% | -69.7% | -49.2% |
| 3Y | +281.9% | +406.4% | -124.5% | +34.5% |
| All | +269.3% | +338.6% | -69.3% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling