+220.6%
APLD vs TTMI
+388.3%
-167.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +6.9% | +2.8% | +5.4% |
| 7D | -12.7% | -19.8% | +7.1% | +0.6% |
| 30D | -34.7% | -48.1% | +13.4% | -5.2% |
| 3M | -46.1% | -51.2% | +5.1% | -19.5% |
| 6M | -64.9% | -59.6% | -5.2% | -42.0% |
| YTD | -36.6% | -3.6% | -33.0% | -42.4% |
| 1Y | -50.0% | -2.3% | -47.6% | -54.9% |
| 3Y | +190.1% | +369.4% | -179.3% | -13.0% |
| All | +220.6% | +388.3% | -167.7% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling