+252.0%
APLD vs TRV
+145.3%
+106.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | +3.1% | -0.9% | +4.0% | +3.0% |
| 30D | -29.4% | +7.2% | -36.6% | -28.8% |
| 3M | -42.8% | +3.2% | -46.0% | -42.4% |
| 6M | -59.5% | +33.6% | -93.1% | -59.4% |
| YTD | -31.8% | +37.8% | -69.6% | -32.1% |
| 1Y | -46.0% | +43.4% | -89.4% | -47.1% |
| 3Y | +252.0% | +146.7% | +105.3% | +468.8% |
| All | +252.0% | +145.3% | +106.7% | +468.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 3y: compounded portfolio wealth divided by compounded TRV 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…
3y analysis · Full analysis span regression · 6 months rolling