-64.5%
APLD vs TT
-19.6%
-44.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.4% | -10.3% | -9.5% |
| 7D | -27.0% | -9.0% | -18.0% | -18.1% |
| 30D | -44.1% | -17.6% | -26.5% | -30.1% |
| 3M | -52.6% | -18.7% | -33.9% | -40.1% |
| 6M | -64.5% | -17.4% | -47.0% | -56.1% |
| All | -64.5% | -19.6% | -44.8% | -56.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling