+220.6%
APLD vs TMUS
+29.0%
+191.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.9% | +8.9% | +9.6% |
| 7D | -12.7% | +3.6% | -16.3% | -13.1% |
| 30D | -34.7% | -3.4% | -31.3% | -34.4% |
| 3M | -46.1% | -9.5% | -36.7% | -45.4% |
| 6M | -64.9% | -15.2% | -49.7% | -64.0% |
| YTD | -36.6% | -18.9% | -17.7% | -35.2% |
| 1Y | -50.0% | -17.7% | -32.3% | -49.7% |
| 3Y | +190.1% | +15.6% | +174.5% | +60.6% |
| All | +220.6% | +29.0% | +191.6% | +43.8% |
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