+431.5%
APLD vs TRGP
+314.0%
+117.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | -0.5% | -0.6% | +0.1% | 0.0% |
| 30D | -13.2% | +10.0% | -23.1% | -20.3% |
| 3M | -33.8% | +7.6% | -41.4% | -39.3% |
| 6M | -5.9% | +26.8% | -32.7% | -27.0% |
| YTD | +5.1% | +60.6% | -55.4% | -34.7% |
| 1Y | +51.8% | +82.5% | -30.7% | -19.3% |
| 3Y | +397.7% | +265.0% | +132.7% | +34.6% |
| All | +431.5% | +314.0% | +117.5% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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