+373.4%
APLD vs TTD
-81.8%
+455.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.1% | +2.9% |
| 7D | +4.1% | +6.3% | -2.3% | +2.4% |
| 30D | -11.7% | -23.9% | +12.2% | -6.5% |
| 3M | -40.3% | -31.4% | -8.9% | -35.2% |
| 6M | -8.0% | -42.7% | +34.7% | +2.4% |
| YTD | +7.5% | -62.0% | +69.5% | +36.2% |
| 1Y | +84.0% | -72.2% | +156.2% | +155.8% |
| All | +373.4% | -81.8% | +455.2% | +527.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling