+243.9%
APLD vs TMUS
+34.6%
+209.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -6.3% | +9.5% | -15.8% | -7.3% |
| 30D | -29.6% | +13.8% | -43.4% | -31.0% |
| 3M | -42.6% | -4.6% | -38.0% | -42.2% |
| 6M | -59.6% | -11.7% | -47.9% | -58.7% |
| YTD | -32.0% | -15.4% | -16.6% | -30.8% |
| 1Y | -46.9% | -16.1% | -30.8% | -46.1% |
| 3Y | +255.7% | +20.5% | +235.2% | +96.4% |
| All | +243.9% | +34.6% | +209.3% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling