+192.2%
APLD vs TMUS
+27.9%
+164.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +0.9% | -15.6% | -14.8% |
| 7D | -27.0% | +9.0% | -36.0% | -27.9% |
| 30D | -44.1% | -3.2% | -40.9% | -43.9% |
| 3M | -52.6% | -6.9% | -45.7% | -52.3% |
| 6M | -64.5% | -16.4% | -48.0% | -63.5% |
| YTD | -42.2% | -19.6% | -22.6% | -40.9% |
| 1Y | -57.2% | -19.9% | -37.3% | -56.4% |
| 3Y | +159.5% | +14.5% | +145.0% | +44.0% |
| All | +192.2% | +27.9% | +164.3% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling