-46.5%
APLD vs CAG
-6.8%
-39.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.0% | -12.7% | -2.4% |
| 7D | -18.5% | +9.7% | -28.2% | -12.4% |
| 30D | -32.8% | +15.8% | -48.5% | -24.9% |
| 3M | -46.9% | +1.8% | -48.7% | -45.1% |
| 6M | -53.4% | +11.5% | -64.9% | -47.9% |
| YTD | -32.3% | -6.7% | -25.5% | -34.1% |
| 1Y | -46.5% | -5.6% | -40.9% | -48.4% |
| All | -46.5% | -6.8% | -39.7% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling