+244.7%
APLD vs TTMI
+453.1%
-208.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +13.3% | -5.7% | -0.7% |
| 7D | +3.1% | -1.6% | +4.7% | +4.3% |
| 30D | -29.4% | -37.7% | +8.4% | -8.3% |
| 3M | -42.8% | -45.1% | +2.3% | -20.7% |
| 6M | -59.5% | -52.1% | -7.4% | -40.0% |
| YTD | -31.8% | +9.2% | -41.0% | -42.8% |
| 1Y | -46.0% | +12.9% | -58.9% | -55.6% |
| 3Y | +252.0% | +445.5% | -193.5% | -4.3% |
| All | +244.7% | +453.1% | -208.3% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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