+190.1%
APLD vs TT
+89.7%
+100.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.4% | +7.4% | +6.9% |
| 7D | -12.7% | -2.0% | -10.7% | -9.8% |
| 30D | -34.7% | -14.0% | -20.7% | -21.4% |
| 3M | -46.1% | -15.9% | -30.3% | -33.5% |
| 6M | -64.9% | -17.3% | -47.5% | -55.8% |
| YTD | -36.6% | +4.0% | -40.5% | -38.0% |
| 1Y | -50.0% | -7.1% | -42.9% | -44.2% |
| 3Y | +190.1% | +90.2% | +99.9% | +94.8% |
| All | +190.1% | +89.7% | +100.4% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling