-46.5%
APLD vs TT
-6.5%
-40.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.1% | -4.7% |
| 7D | -18.5% | -8.5% | -10.1% | -9.3% |
| 30D | -32.8% | -12.8% | -19.9% | -20.4% |
| 3M | -46.9% | -12.9% | -34.0% | -37.2% |
| 6M | -53.4% | -15.2% | -38.1% | -42.9% |
| YTD | -32.3% | +6.2% | -38.5% | -35.0% |
| 1Y | -46.5% | -4.5% | -42.0% | -39.1% |
| All | -46.5% | -6.5% | -40.0% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling