+443.7%
APLD vs TKO
+232.1%
+211.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.4% |
| 7D | +4.1% | +0.7% | +3.3% | +3.8% |
| 30D | -11.7% | +1.6% | -13.3% | -12.4% |
| 3M | -40.3% | -7.8% | -32.5% | -38.9% |
| 6M | -8.0% | -13.3% | +5.3% | -3.6% |
| YTD | +7.5% | -10.3% | +17.8% | +10.1% |
| 1Y | +84.0% | -0.6% | +84.6% | +79.2% |
| 3Y | +356.2% | +88.5% | +267.7% | +244.6% |
| All | +443.7% | +232.1% | +211.6% | +142.3% |
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