+190.1%
APLD vs TMF
-25.3%
+215.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.2% | +9.9% | +9.8% |
| 7D | -12.7% | +1.2% | -13.9% | -13.0% |
| 30D | -34.7% | +19.7% | -54.4% | -37.8% |
| 3M | -46.1% | -2.1% | -44.0% | -46.0% |
| 6M | -64.9% | -13.4% | -51.4% | -63.8% |
| YTD | -36.6% | -16.7% | -19.8% | -34.3% |
| 1Y | -50.0% | -23.3% | -26.6% | -47.4% |
| 3Y | +190.1% | -24.8% | +214.9% | +199.6% |
| All | +190.1% | -25.3% | +215.4% | +199.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling