-30.7%
APLD vs TMUS
-18.1%
-12.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -6.2% |
| 7D | +2.7% | +4.9% | -2.2% | +5.6% |
| 30D | -21.4% | +7.7% | -29.1% | -16.4% |
| 3M | -47.8% | -6.8% | -41.1% | -48.7% |
| 6M | -64.9% | -9.7% | -55.2% | -65.4% |
| YTD | -34.9% | -15.0% | -19.9% | -35.4% |
| 1Y | -30.7% | -19.1% | -11.6% | -26.6% |
| All | -30.7% | -18.1% | -12.6% | -26.6% |
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 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