-50.0%
APLD vs TMUS
-18.2%
-31.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.9% | +8.9% | +10.4% |
| 7D | -12.7% | +3.6% | -16.3% | -10.0% |
| 30D | -34.7% | -3.4% | -31.3% | -34.4% |
| 3M | -46.1% | -9.5% | -36.7% | -48.0% |
| 6M | -64.9% | -15.2% | -49.7% | -67.1% |
| YTD | -36.6% | -18.9% | -17.7% | -41.0% |
| 1Y | -50.0% | -17.7% | -32.3% | -50.8% |
| All | -50.0% | -18.2% | -31.8% | -50.8% |
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