+252.0%
APLD vs TEL
+81.9%
+170.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.7% | +1.9% | +1.1% |
| 7D | +3.1% | +0.6% | +2.5% | +3.3% |
| 30D | -29.4% | +0.2% | -29.6% | -28.8% |
| 3M | -42.8% | +1.5% | -44.3% | -43.5% |
| 6M | -59.5% | +6.9% | -66.4% | -62.4% |
| YTD | -31.8% | -2.8% | -29.0% | -30.2% |
| 1Y | -46.0% | -8.8% | -37.2% | -40.2% |
| 3Y | +252.0% | +84.3% | +167.7% | +62.4% |
| All | +252.0% | +81.9% | +170.1% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling