+443.7%
APLD vs TMO
+8.8%
+435.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.5% | +2.3% |
| 7D | +4.1% | -1.4% | +5.4% | +5.0% |
| 30D | -11.7% | +6.2% | -17.9% | -15.1% |
| 3M | -40.3% | +27.5% | -67.7% | -49.8% |
| 6M | -8.0% | +20.0% | -27.9% | -20.1% |
| YTD | +7.5% | +6.1% | +1.4% | +2.5% |
| 1Y | +84.0% | +25.8% | +58.2% | +52.2% |
| 3Y | +356.2% | +11.2% | +345.0% | +306.7% |
| All | +443.7% | +8.8% | +435.0% | +358.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling