+269.3%
APLD vs TTD
-75.7%
+344.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.6% | +3.7% | +6.1% |
| 7D | +7.8% | +20.8% | -13.0% | +1.0% |
| 30D | -23.0% | +33.8% | -56.8% | -30.5% |
| 3M | -39.7% | +17.8% | -57.5% | -43.7% |
| 6M | -59.8% | -25.7% | -34.1% | -57.1% |
| YTD | -27.0% | -57.9% | +30.9% | -5.4% |
| 1Y | -37.3% | -63.8% | +26.5% | -13.5% |
| 3Y | +281.9% | -75.0% | +356.9% | +405.9% |
| All | +269.3% | -75.7% | +344.9% | +275.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling