+249.5%
APLD vs TTD
-76.4%
+325.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -4.2% |
| 7D | +19.6% | +20.8% | -1.1% | +11.9% |
| 30D | -24.5% | +27.1% | -51.6% | -30.6% |
| 3M | -45.6% | +14.7% | -60.3% | -48.7% |
| 6M | -61.4% | -26.8% | -34.6% | -58.6% |
| YTD | -30.9% | -59.2% | +28.4% | -9.4% |
| 1Y | -35.8% | -64.7% | +28.9% | -10.8% |
| 3Y | +261.4% | -75.8% | +337.2% | +384.5% |
| All | +249.5% | -76.4% | +325.9% | +259.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling