+192.2%
APLD vs TYL
+4.7%
+187.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +1.7% | -16.4% | -15.2% |
| 7D | -27.0% | +15.1% | -42.1% | -30.3% |
| 30D | -44.1% | +30.1% | -74.1% | -49.1% |
| 3M | -52.6% | +40.4% | -92.9% | -58.7% |
| 6M | -64.5% | +31.3% | -95.8% | -69.3% |
| YTD | -42.2% | -5.2% | -37.0% | -40.3% |
| 1Y | -57.2% | -6.6% | -50.6% | -55.5% |
| 3Y | +159.5% | +3.4% | +156.1% | +119.0% |
| All | +192.2% | +4.7% | +187.4% | +98.8% |
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