+84.0%
APLD vs TEM
-15.5%
+99.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +4.1% | +0.9% | +3.2% | +3.7% |
| 30D | -11.7% | +38.4% | -50.1% | -25.9% |
| 3M | -40.3% | +23.7% | -63.9% | -47.8% |
| 6M | -8.0% | +26.0% | -33.9% | -23.1% |
| YTD | +7.5% | +9.4% | -1.9% | -4.8% |
| 1Y | +84.0% | -17.3% | +101.3% | +93.2% |
| All | +84.0% | -15.5% | +99.5% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling