+244.7%
APLD vs TE
-79.2%
+323.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.0% | +10.5% | +8.3% |
| 7D | +3.1% | -10.5% | +13.6% | +6.7% |
| 30D | -29.4% | -32.4% | +3.1% | -21.3% |
| 3M | -42.8% | -60.9% | +18.1% | -27.0% |
| 6M | -59.5% | -62.8% | +3.4% | -49.9% |
| YTD | -31.8% | -65.7% | +33.9% | -16.3% |
| 1Y | -46.0% | -39.9% | -6.1% | -42.5% |
| 3Y | +252.0% | +10.6% | +241.4% | +165.4% |
| All | +244.7% | -79.2% | +323.9% | +305.9% |
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