+443.7%
APLD vs TMUS
+44.5%
+399.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.2% | +2.5% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | -11.7% | +5.3% | -17.0% | -12.9% |
| 3M | -40.3% | +3.1% | -43.4% | -41.5% |
| 6M | -8.0% | -16.5% | +8.5% | -3.4% |
| YTD | +7.5% | -9.2% | +16.7% | +8.0% |
| 1Y | +84.0% | -26.5% | +110.5% | +107.9% |
| 3Y | +356.2% | +39.0% | +317.2% | +128.9% |
| All | +443.7% | +44.5% | +399.2% | +139.5% |
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