+229.3%
APLD vs TKO
+250.3%
-21.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -6.0% |
| 7D | +2.7% | +2.3% | +0.4% | +1.9% |
| 30D | -21.4% | +13.4% | -34.8% | -24.9% |
| 3M | -47.8% | -1.7% | -46.1% | -47.6% |
| 6M | -64.9% | +7.2% | -72.1% | -66.2% |
| YTD | -34.9% | -5.4% | -29.5% | -34.6% |
| 1Y | -30.7% | +8.7% | -39.4% | -34.4% |
| 3Y | +305.3% | +150.4% | +154.9% | +175.0% |
| All | +229.3% | +250.3% | -21.0% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling