-21.4%
TLT vs APLD
+201.5%
-222.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.7% | +14.9% | +0.3% |
| 7D | +0.5% | -27.0% | +27.5% | +0.7% |
| 30D | +6.0% | -44.1% | +50.1% | +6.4% |
| 3M | -0.9% | -52.6% | +51.7% | -0.5% |
| 6M | -2.6% | -64.5% | +61.9% | -2.0% |
| YTD | -3.1% | -42.2% | +39.1% | -3.0% |
| 1Y | -4.4% | -57.2% | +52.8% | -4.1% |
| 3Y | +5.5% | +159.5% | -154.1% | +3.2% |
| All | -21.4% | +201.5% | -222.9% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling