-53.4%
APLD vs TYL
+26.0%
-79.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.7% | -11.4% | -2.1% |
| 7D | -18.5% | +17.3% | -35.8% | -3.9% |
| 30D | -32.8% | +28.9% | -61.7% | -12.7% |
| 3M | -46.9% | +35.1% | -81.9% | -26.4% |
| 6M | -53.4% | +29.3% | -82.7% | -36.9% |
| All | -53.4% | +26.0% | -79.3% | -36.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling