+305.3%
APLD vs TMUS
+21.2%
+284.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -6.0% |
| 7D | +2.7% | +4.9% | -2.2% | +4.2% |
| 30D | -21.4% | +7.7% | -29.1% | -18.8% |
| 3M | -47.8% | -6.8% | -41.1% | -47.8% |
| 6M | -64.9% | -9.7% | -55.2% | -64.7% |
| YTD | -34.9% | -15.0% | -19.9% | -34.7% |
| 1Y | -30.7% | -19.1% | -11.6% | -30.4% |
| 3Y | +305.3% | +21.4% | +283.9% | +306.4% |
| All | +305.3% | +21.2% | +284.1% | +306.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling