+84.0%
APLD vs TMUS
-27.1%
+111.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.2% | -0.8% |
| 7D | +4.1% | +0.1% | +4.0% | +4.2% |
| 30D | -11.7% | +5.3% | -17.0% | -7.7% |
| 3M | -40.3% | +3.1% | -43.4% | -36.6% |
| 6M | -8.0% | -16.5% | +8.5% | -20.9% |
| YTD | +7.5% | -9.2% | +16.7% | +6.0% |
| 1Y | +84.0% | -26.5% | +110.5% | +64.7% |
| All | +84.0% | -27.1% | +111.1% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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