+446.5%
APLD vs TKO
+104.9%
+341.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.0% | +2.4% | +5.8% |
| 7D | +16.6% | +7.2% | +9.4% | +14.1% |
| 30D | -3.1% | +4.7% | -7.8% | -4.5% |
| 3M | -30.9% | -3.2% | -27.6% | -30.4% |
| 6M | +12.6% | -2.9% | +15.5% | +12.9% |
| YTD | +15.5% | -5.8% | +21.3% | +16.2% |
| 1Y | +103.5% | -1.1% | +104.6% | +100.0% |
| 3Y | +446.5% | +111.1% | +335.4% | +328.4% |
| All | +446.5% | +104.9% | +341.7% | +328.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling