-46.5%
APLD vs TMO
+26.9%
-73.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.9% | -7.1% |
| 7D | -18.5% | +0.3% | -18.8% | -18.6% |
| 30D | -32.8% | +4.3% | -37.1% | -33.4% |
| 3M | -46.9% | +25.1% | -72.0% | -50.2% |
| 6M | -53.4% | +52.9% | -106.3% | -60.4% |
| YTD | -32.3% | +22.2% | -54.5% | -32.2% |
| 1Y | -46.5% | +25.4% | -71.9% | -46.2% |
| All | -46.5% | +26.9% | -73.4% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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