+431.5%
APLD vs TRI
-1.1%
+432.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.3% | -3.7% | -4.9% |
| 7D | -0.5% | -14.4% | +13.9% | +0.4% |
| 30D | -13.2% | -8.1% | -5.1% | -12.9% |
| 3M | -33.8% | +17.5% | -51.3% | -36.4% |
| 6M | -5.9% | -5.0% | -1.0% | -4.7% |
| YTD | +5.1% | -24.7% | +29.8% | +19.2% |
| 1Y | +51.8% | -41.5% | +93.3% | +102.1% |
| 3Y | +397.7% | -20.3% | +418.0% | +378.6% |
| All | +431.5% | -1.1% | +432.7% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TRI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling