+84.0%
APLD vs TMF
-15.2%
+99.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +4.1% | -1.4% | +5.5% | +4.8% |
| 30D | -11.7% | -2.8% | -8.9% | -10.4% |
| 3M | -40.3% | -10.9% | -29.4% | -37.1% |
| 6M | -8.0% | -21.3% | +13.4% | -4.0% |
| YTD | +7.5% | -15.9% | +23.4% | +13.5% |
| 1Y | +84.0% | -15.7% | +99.8% | +100.7% |
| All | +84.0% | -15.2% | +99.3% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling