+220.6%
APLD vs TPR
+336.8%
-116.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.0% | +10.8% | +10.3% |
| 7D | -12.7% | +14.2% | -26.9% | -19.8% |
| 30D | -34.7% | +17.1% | -51.8% | -41.1% |
| 3M | -46.1% | -17.7% | -28.4% | -41.8% |
| 6M | -64.9% | -10.2% | -54.7% | -64.3% |
| YTD | -36.6% | +4.9% | -41.5% | -41.1% |
| 1Y | -50.0% | +36.1% | -86.1% | -60.1% |
| 3Y | +190.1% | +416.5% | -226.3% | +1.0% |
| All | +220.6% | +336.8% | -116.2% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling