-23.2%
TLT vs APLD
+239.8%
-263.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.8% | +5.4% | -0.4% |
| 7D | -3.1% | +2.7% | -5.8% | -3.1% |
| 30D | +1.0% | -21.4% | +22.5% | +1.2% |
| 3M | -2.7% | -47.8% | +45.1% | -2.3% |
| 6M | -4.1% | -64.9% | +60.7% | -3.6% |
| YTD | -5.4% | -34.9% | +29.5% | -5.3% |
| 1Y | -7.0% | -30.7% | +23.7% | -7.0% |
| 3Y | +2.8% | +305.3% | -302.5% | +0.3% |
| All | -23.2% | +239.8% | -263.0% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling