-22.1%
TLT vs APLD
+281.1%
-303.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.3% | 0.0% |
| 7D | -1.0% | +7.8% | -8.9% | -1.1% |
| 30D | +3.7% | -23.0% | +26.6% | +3.8% |
| 3M | -0.8% | -39.7% | +38.9% | -0.5% |
| 6M | -3.6% | -59.8% | +56.3% | -3.1% |
| YTD | -3.9% | -27.0% | +23.0% | -3.9% |
| 1Y | -6.2% | -37.3% | +31.1% | -6.2% |
| 3Y | +4.2% | +281.9% | -277.7% | +1.6% |
| All | -22.1% | +281.1% | -303.1% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 10y: compounded portfolio wealth divided by compounded APLD 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…
10y analysis · Full analysis span regression · 6 months rolling