+394.8%
APLD vs TMO
+18.2%
+376.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.9% |
| 7D | -0.5% | -2.5% | +2.0% | +0.4% |
| 30D | -13.2% | -0.3% | -12.9% | -13.1% |
| 3M | -33.8% | +25.3% | -59.0% | -40.2% |
| 6M | -5.9% | +20.9% | -26.8% | -14.2% |
| YTD | +5.1% | +4.3% | +0.8% | +3.3% |
| 1Y | +51.8% | +27.0% | +24.8% | +35.4% |
| All | +394.8% | +18.2% | +376.7% | +308.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling