+269.3%
APLD vs TMUS
+37.1%
+232.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +7.2% |
| 7D | +7.8% | +8.2% | -0.3% | +6.9% |
| 30D | -23.0% | +13.4% | -36.3% | -24.4% |
| 3M | -39.7% | -3.0% | -36.6% | -39.4% |
| 6M | -59.8% | -8.8% | -51.1% | -59.3% |
| YTD | -27.0% | -13.8% | -13.1% | -25.8% |
| 1Y | -37.3% | -17.1% | -20.2% | -35.2% |
| 3Y | +281.9% | +22.7% | +259.2% | +110.5% |
| All | +269.3% | +37.1% | +232.2% | +64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling