+373.4%
APLD vs TYL
-8.1%
+381.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +1.5% |
| 7D | +4.1% | -3.7% | +7.7% | +3.8% |
| 30D | -11.7% | +18.7% | -30.5% | -10.7% |
| 3M | -40.3% | +18.1% | -58.4% | -39.5% |
| 6M | -8.0% | -1.1% | -6.8% | -4.4% |
| YTD | +7.5% | -19.8% | +27.4% | +19.5% |
| 1Y | +84.0% | -34.3% | +118.3% | +121.8% |
| All | +373.4% | -8.1% | +381.6% | +336.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling