+243.9%
APLD vs TE
-81.2%
+325.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.6% | +9.4% | +2.4% |
| 7D | -6.3% | -26.9% | +20.5% | +2.1% |
| 30D | -29.6% | -38.9% | +9.4% | -19.4% |
| 3M | -42.6% | -61.0% | +18.4% | -26.6% |
| 6M | -59.6% | -66.4% | +6.8% | -48.7% |
| YTD | -32.0% | -69.0% | +37.0% | -14.3% |
| 1Y | -46.9% | -54.0% | +7.1% | -39.5% |
| 3Y | +255.7% | +38.0% | +217.7% | +153.7% |
| All | +243.9% | -81.2% | +325.1% | +315.6% |
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