+259.6%
APLD vs TEM
+111.1%
+148.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +11.0% | -3.5% | +4.1% |
| 7D | +3.1% | +7.6% | -4.5% | +1.1% |
| 30D | -29.4% | +19.0% | -48.4% | -32.9% |
| 3M | -42.8% | +62.2% | -105.0% | -52.1% |
| 6M | -59.5% | +69.4% | -128.8% | -66.9% |
| YTD | -31.8% | +43.0% | -74.8% | -41.9% |
| 1Y | -46.0% | +18.0% | -64.0% | -51.1% |
| All | +259.6% | +111.1% | +148.5% | +240.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling