+190.1%
APLD vs TE
-36.2%
+226.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.5% | +6.2% | +8.8% |
| 7D | -12.7% | -12.6% | -0.1% | -9.2% |
| 30D | -34.7% | -36.7% | +2.0% | -26.6% |
| 3M | -46.1% | -57.5% | +11.4% | -33.7% |
| 6M | -64.9% | -55.2% | -9.6% | -59.1% |
| YTD | -36.6% | -64.7% | +28.1% | -23.2% |
| 1Y | -50.0% | -35.9% | -14.1% | -46.7% |
| 3Y | +190.1% | -31.8% | +221.9% | +140.1% |
| All | +190.1% | -36.2% | +226.3% | +140.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling