+459.6%
APLD vs TTMI
+812.3%
-352.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -1.7% |
| 7D | +9.0% | +7.5% | +1.5% | +4.0% |
| 30D | -6.6% | -4.5% | -2.1% | -4.7% |
| 3M | -35.2% | -28.5% | -6.7% | -21.7% |
| 6M | +0.4% | +28.4% | -28.0% | -18.0% |
| YTD | +10.7% | +80.1% | -69.4% | -29.3% |
| 1Y | +78.6% | +161.0% | -82.5% | -10.7% |
| 3Y | +423.9% | +862.4% | -438.5% | +3.6% |
| All | +459.6% | +812.3% | -352.7% | -0.8% |
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