+483.7%
APLD vs TTD
-78.6%
+562.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.8% | +10.2% | +8.4% |
| 7D | +16.6% | +1.7% | +14.8% | +15.6% |
| 30D | -3.1% | +1.6% | -4.7% | -4.1% |
| 3M | -30.9% | -27.8% | -3.0% | -24.4% |
| 6M | +12.6% | -52.1% | +64.7% | +40.3% |
| YTD | +15.5% | -63.1% | +78.5% | +57.5% |
| 1Y | +103.5% | -73.1% | +176.6% | +212.5% |
| 3Y | +446.5% | -83.3% | +529.8% | +764.9% |
| All | +483.7% | -78.6% | +562.4% | +525.4% |
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