+227.4%
APLD vs TTMI
+371.0%
-143.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +6.9% | +2.8% | +5.6% |
| 7D | -12.7% | -19.8% | +7.1% | +0.2% |
| 30D | -34.7% | -48.1% | +13.4% | -6.1% |
| 3M | -46.1% | -51.2% | +5.1% | -20.2% |
| 6M | -64.9% | -59.6% | -5.2% | -42.8% |
| YTD | -36.6% | -3.6% | -33.0% | -41.4% |
| 1Y | -50.0% | -2.3% | -47.6% | -54.1% |
| All | +227.4% | +371.0% | -143.7% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling