+508.8%
APLD vs TEM
+60.7%
+448.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +7.5% |
| 7D | +16.6% | +3.2% | +13.3% | +15.4% |
| 30D | -3.1% | +23.5% | -26.6% | -10.6% |
| 3M | -30.9% | +32.3% | -63.2% | -38.1% |
| 6M | +12.6% | +23.0% | -10.4% | +2.2% |
| YTD | +15.5% | +8.9% | +6.6% | +8.4% |
| 1Y | +103.5% | -19.9% | +123.4% | +107.7% |
| All | +508.8% | +60.7% | +448.1% | +535.1% |
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