-46.5%
APLD vs TMUS
-20.4%
-26.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.1% | -9.8% | -4.6% |
| 7D | -18.5% | +7.5% | -26.0% | -13.8% |
| 30D | -32.8% | -3.3% | -29.4% | -32.3% |
| 3M | -46.9% | -9.7% | -37.2% | -48.7% |
| 6M | -53.4% | -17.2% | -36.2% | -57.1% |
| YTD | -32.3% | -20.3% | -11.9% | -37.4% |
| 1Y | -46.5% | -21.2% | -25.3% | -50.2% |
| All | -46.5% | -20.4% | -26.1% | -50.2% |
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