+243.9%
APLD vs TT
+201.9%
+42.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -6.3% | +0.8% | -7.2% | -6.3% |
| 30D | -29.6% | -11.8% | -17.8% | -18.9% |
| 3M | -42.6% | -11.6% | -31.0% | -34.0% |
| 6M | -59.6% | -9.3% | -50.3% | -54.8% |
| YTD | -32.0% | +8.9% | -40.9% | -36.0% |
| 1Y | -46.9% | -2.2% | -44.7% | -44.3% |
| 3Y | +255.7% | +91.9% | +163.8% | +118.6% |
| All | +243.9% | +201.9% | +42.0% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling