+443.7%
APLD vs TCOM
+84.1%
+359.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +4.1% | -9.5% | +13.6% | +7.8% |
| 30D | -11.7% | -10.7% | -1.0% | -8.2% |
| 3M | -40.3% | -14.6% | -25.6% | -37.3% |
| 6M | -8.0% | -19.3% | +11.4% | -1.4% |
| YTD | +7.5% | -42.9% | +50.5% | +30.5% |
| 1Y | +84.0% | -43.8% | +127.8% | +123.3% |
| 3Y | +356.2% | +2.1% | +354.1% | +311.7% |
| All | +443.7% | +84.1% | +359.7% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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