+6.5%
TLT vs APLD
+185.8%
-179.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.7% | -9.8% | -0.1% |
| 7D | +0.1% | -12.7% | +12.8% | +0.2% |
| 30D | +6.2% | -34.7% | +40.9% | +6.5% |
| 3M | -0.3% | -46.1% | +45.8% | 0.0% |
| 6M | -3.4% | -64.9% | +61.5% | -2.8% |
| YTD | -3.1% | -36.6% | +33.5% | -3.0% |
| 1Y | -5.2% | -50.0% | +44.7% | -5.0% |
| 3Y | +6.5% | +190.1% | -183.6% | +4.3% |
| All | +6.5% | +185.8% | -179.4% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling