+459.6%
APLD vs TE
-55.4%
+515.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.2% | -3.4% |
| 7D | +9.0% | +15.0% | -6.0% | +5.1% |
| 30D | -6.6% | -7.5% | +0.9% | -5.1% |
| 3M | -35.2% | -42.0% | +6.7% | -26.9% |
| 6M | +0.4% | -31.4% | +31.8% | +2.3% |
| YTD | +10.7% | -26.5% | +37.2% | +10.9% |
| 1Y | +78.6% | +153.1% | -74.5% | +28.4% |
| 3Y | +423.9% | -20.7% | +444.6% | +351.6% |
| All | +459.6% | -55.4% | +515.0% | +437.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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