+269.3%
APLD vs TRI
+12.5%
+256.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.4% |
| 7D | +7.8% | -7.2% | +15.0% | +7.4% |
| 30D | -23.0% | +4.4% | -27.4% | -23.5% |
| 3M | -39.7% | +4.5% | -44.2% | -40.1% |
| 6M | -59.8% | +23.7% | -83.5% | -61.3% |
| YTD | -27.0% | -14.4% | -12.6% | -18.0% |
| 1Y | -37.3% | -17.4% | -19.9% | -28.4% |
| 3Y | +281.9% | -11.0% | +292.9% | +270.2% |
| All | +269.3% | +12.5% | +256.8% | +60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling