+443.7%
APLD vs TRV
+116.6%
+327.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | +4.1% | -0.1% | +4.2% | +4.1% |
| 30D | -11.7% | -3.4% | -8.3% | -11.2% |
| 3M | -40.3% | +26.4% | -66.7% | -44.7% |
| 6M | -8.0% | +19.3% | -27.3% | -13.2% |
| YTD | +7.5% | +28.3% | -20.8% | -1.9% |
| 1Y | +84.0% | +34.3% | +49.7% | +62.4% |
| 3Y | +356.2% | +140.1% | +216.1% | +179.7% |
| All | +443.7% | +116.6% | +327.1% | +182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling