+483.7%
APLD vs TRGP
+317.4%
+166.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +6.3% |
| 7D | +16.6% | -0.6% | +17.1% | +17.1% |
| 30D | -3.1% | +14.6% | -17.7% | -14.0% |
| 3M | -30.9% | +11.9% | -42.8% | -38.9% |
| 6M | +12.6% | +25.3% | -12.7% | -11.7% |
| YTD | +15.5% | +61.9% | -46.4% | -28.7% |
| 1Y | +103.5% | +87.3% | +16.2% | +5.8% |
| 3Y | +446.5% | +268.0% | +178.5% | +46.8% |
| All | +483.7% | +317.4% | +166.3% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling