+444.7%
APLD vs TKO
+239.8%
+205.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +0.2% | +2.3% | -2.1% | -0.5% |
| 30D | -15.2% | -2.5% | -12.7% | -14.4% |
| 3M | -36.3% | -10.6% | -25.7% | -33.9% |
| 6M | -7.4% | -5.1% | -2.3% | -6.2% |
| YTD | +7.7% | -8.2% | +16.0% | +9.5% |
| 1Y | +53.8% | -4.4% | +58.2% | +53.0% |
| 3Y | +407.1% | +100.4% | +306.7% | +273.3% |
| All | +444.7% | +239.8% | +205.0% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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