+220.6%
APLD vs TTD
-80.3%
+300.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.9% | +8.8% | +9.4% |
| 7D | -12.7% | +5.2% | -17.9% | -14.2% |
| 30D | -34.7% | +6.9% | -41.6% | -36.2% |
| 3M | -46.1% | -26.8% | -19.3% | -41.3% |
| 6M | -64.9% | -46.1% | -18.7% | -57.9% |
| YTD | -36.6% | -65.9% | +29.4% | -11.5% |
| 1Y | -50.0% | -71.8% | +21.9% | -24.6% |
| 3Y | +190.1% | -83.3% | +273.4% | +351.1% |
| All | +220.6% | -80.3% | +300.9% | +251.5% |
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 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