+164.4%
APLD vs TT
+85.3%
+79.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.4% | -10.3% | -9.6% |
| 7D | -27.0% | -9.0% | -18.0% | -17.9% |
| 30D | -44.1% | -17.6% | -26.5% | -29.3% |
| 3M | -52.6% | -18.7% | -33.9% | -39.2% |
| 6M | -64.5% | -17.4% | -47.0% | -55.2% |
| YTD | -42.2% | +1.5% | -43.8% | -42.0% |
| 1Y | -57.2% | -9.4% | -47.8% | -50.9% |
| All | +164.4% | +85.3% | +79.1% | +82.1% |
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 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