+244.7%
APLD vs TRGP
+289.7%
-44.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.4% | +4.1% | +5.0% |
| 7D | +3.1% | -7.2% | +10.2% | +9.5% |
| 30D | -29.4% | -4.2% | -25.2% | -27.3% |
| 3M | -42.8% | +7.0% | -49.7% | -46.7% |
| 6M | -59.5% | +11.2% | -70.7% | -64.6% |
| YTD | -31.8% | +51.1% | -82.9% | -55.8% |
| 1Y | -46.0% | +62.0% | -108.1% | -67.4% |
| 3Y | +252.0% | +248.2% | +3.8% | -1.7% |
| All | +244.7% | +289.7% | -44.9% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling