+220.6%
APLD vs TRMB
-22.1%
+242.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.9% | +8.9% | +9.0% |
| 7D | -12.7% | -16.7% | +4.0% | +0.5% |
| 30D | -34.7% | -9.9% | -24.8% | -29.8% |
| 3M | -46.1% | -7.6% | -38.5% | -44.2% |
| 6M | -64.9% | -14.7% | -50.2% | -61.7% |
| YTD | -36.6% | -30.9% | -5.6% | -16.1% |
| 1Y | -50.0% | -31.3% | -18.6% | -32.8% |
| 3Y | +190.1% | +29.4% | +160.7% | +105.3% |
| All | +220.6% | -22.1% | +242.7% | +264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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