+229.3%
APLD vs TT
+199.8%
+29.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -4.3% |
| 7D | +2.7% | +4.0% | -1.3% | -1.2% |
| 30D | -21.4% | -11.3% | -10.1% | -10.0% |
| 3M | -47.8% | -12.3% | -35.6% | -39.4% |
| 6M | -64.9% | -10.8% | -54.0% | -60.0% |
| YTD | -34.9% | +8.2% | -43.0% | -38.2% |
| 1Y | -30.7% | +1.5% | -32.2% | -30.0% |
| 3Y | +305.3% | +91.5% | +213.9% | +150.2% |
| All | +229.3% | +199.8% | +29.4% | -29.5% |
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