+195.6%
TQQQ vs APLD
+462.1%
-266.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.1% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | -4.9% | -15.2% | +10.3% | -2.4% |
| 3M | -6.4% | -36.3% | +29.9% | +0.4% |
| 6M | +44.4% | -7.4% | +51.8% | +44.7% |
| YTD | +35.2% | +7.7% | +27.4% | +30.3% |
| 1Y | +49.5% | +53.8% | -4.3% | +34.1% |
| 3Y | +250.7% | +407.1% | -156.4% | +120.0% |
| All | +195.6% | +462.1% | -266.5% | +54.1% |
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