+84.0%
APLD vs TYL
-34.2%
+118.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | -0.6% |
| 7D | +4.1% | -3.7% | +7.7% | +1.8% |
| 30D | -11.7% | +18.7% | -30.5% | -1.6% |
| 3M | -40.3% | +18.1% | -58.4% | -32.1% |
| 6M | -8.0% | -1.1% | -6.8% | +0.4% |
| YTD | +7.5% | -19.8% | +27.4% | +5.5% |
| 1Y | +84.0% | -34.3% | +118.3% | +44.0% |
| All | +84.0% | -34.2% | +118.2% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling