+467.1%
APLD vs TEM
+61.6%
+405.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +4.1% | +0.9% | +3.2% | +3.8% |
| 30D | -11.7% | +38.4% | -50.1% | -21.6% |
| 3M | -40.3% | +23.7% | -63.9% | -45.3% |
| 6M | -8.0% | +26.0% | -33.9% | -17.1% |
| YTD | +7.5% | +9.4% | -1.9% | +0.8% |
| 1Y | +84.0% | -17.3% | +101.3% | +86.1% |
| All | +467.1% | +61.6% | +405.5% | +490.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling