+443.7%
APLD vs TMF
-77.8%
+521.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +4.1% | -1.4% | +5.5% | +4.4% |
| 30D | -11.7% | -2.8% | -8.9% | -11.3% |
| 3M | -40.3% | -10.9% | -29.4% | -38.9% |
| 6M | -8.0% | -21.3% | +13.4% | -3.9% |
| YTD | +7.5% | -15.9% | +23.4% | +10.9% |
| 1Y | +84.0% | -15.7% | +99.8% | +89.2% |
| 3Y | +356.2% | -43.4% | +399.6% | +390.3% |
| All | +443.7% | -77.8% | +521.5% | +562.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling