-46.5%
APLD vs TTD
-72.7%
+26.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.9% | -9.6% | -6.7% |
| 7D | -18.5% | +3.7% | -22.2% | -18.5% |
| 30D | -32.8% | +10.4% | -43.2% | -32.5% |
| 3M | -46.9% | -31.6% | -15.3% | -46.8% |
| 6M | -53.4% | -45.1% | -8.3% | -52.5% |
| YTD | -32.3% | -65.1% | +32.9% | -21.0% |
| 1Y | -46.5% | -72.0% | +25.5% | -31.2% |
| All | -46.5% | -72.7% | +26.1% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling