+269.3%
APLD vs TEL
+91.1%
+178.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +6.4% |
| 7D | +7.8% | -0.4% | +8.2% | +9.3% |
| 30D | -23.0% | +1.0% | -23.9% | -23.0% |
| 3M | -39.7% | +0.7% | -40.4% | -40.1% |
| 6M | -59.8% | +7.3% | -67.1% | -63.4% |
| YTD | -27.0% | -2.5% | -24.4% | -25.3% |
| 1Y | -37.3% | -10.3% | -27.0% | -28.1% |
| 3Y | +281.9% | +81.1% | +200.8% | +68.1% |
| All | +269.3% | +91.1% | +178.2% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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