+243.9%
APLD vs TTD
-76.5%
+320.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -1.4% |
| 7D | -6.3% | +19.9% | -26.3% | -12.2% |
| 30D | -29.6% | +27.6% | -57.2% | -35.4% |
| 3M | -42.6% | +15.2% | -57.8% | -46.0% |
| 6M | -59.6% | -33.2% | -26.4% | -55.2% |
| YTD | -32.0% | -59.4% | +27.4% | -10.9% |
| 1Y | -46.9% | -64.4% | +17.4% | -26.7% |
| 3Y | +255.7% | -75.9% | +331.6% | +376.9% |
| All | +243.9% | -76.5% | +320.4% | +253.9% |
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