+244.7%
APLD vs TMUS
+34.3%
+210.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.1% | +3.4% | +7.1% |
| 7D | +3.1% | +5.3% | -2.3% | +2.5% |
| 30D | -29.4% | +13.5% | -42.9% | -30.8% |
| 3M | -42.8% | -4.2% | -38.5% | -42.5% |
| 6M | -59.5% | -11.9% | -47.6% | -58.6% |
| YTD | -31.8% | -15.6% | -16.2% | -30.6% |
| 1Y | -46.0% | -16.8% | -29.3% | -45.0% |
| 3Y | +252.0% | +20.8% | +231.2% | +93.2% |
| All | +244.7% | +34.3% | +210.4% | +54.0% |
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