+242.5%
APLD vs TYL
+3.0%
+239.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.7% | -11.4% | -8.1% |
| 7D | -18.5% | +17.3% | -35.8% | -22.7% |
| 30D | -32.8% | +28.9% | -61.7% | -38.6% |
| 3M | -46.9% | +35.1% | -81.9% | -53.1% |
| 6M | -53.4% | +29.3% | -82.7% | -59.5% |
| YTD | -32.3% | -6.8% | -25.5% | -29.7% |
| 1Y | -46.5% | -9.9% | -36.6% | -43.3% |
| 3Y | +204.2% | +1.7% | +202.5% | +158.1% |
| All | +242.5% | +3.0% | +239.5% | +134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling