+84.0%
APLD vs CAG
-13.1%
+97.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.2% |
| 7D | +4.1% | -3.8% | +7.9% | +1.7% |
| 30D | -11.7% | +3.1% | -14.8% | -9.9% |
| 3M | -40.3% | +23.5% | -63.7% | -30.8% |
| 6M | -8.0% | -14.8% | +6.9% | -13.6% |
| YTD | +7.5% | -5.4% | +13.0% | +7.1% |
| 1Y | +84.0% | -11.8% | +95.8% | +79.2% |
| All | +84.0% | -13.1% | +97.1% | +79.2% |
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