+243.9%
APLD vs TEL
+89.6%
+154.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.3% |
| 7D | -6.3% | -0.9% | -5.4% | -4.5% |
| 30D | -29.6% | -0.2% | -29.3% | -28.6% |
| 3M | -42.6% | +2.0% | -44.6% | -43.9% |
| 6M | -59.6% | +6.4% | -66.0% | -62.8% |
| YTD | -32.0% | -3.2% | -28.7% | -29.8% |
| 1Y | -46.9% | -11.2% | -35.8% | -38.4% |
| 3Y | +255.7% | +79.8% | +175.9% | +58.0% |
| All | +243.9% | +89.6% | +154.3% | +36.8% |
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