+249.5%
APLD vs CAG
-46.8%
+296.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -6.1% |
| 7D | +19.6% | -6.2% | +25.8% | +16.9% |
| 30D | -24.5% | +7.4% | -31.9% | -21.8% |
| 3M | -45.6% | -1.6% | -44.0% | -45.1% |
| 6M | -61.4% | +6.3% | -67.7% | -59.8% |
| YTD | -30.9% | -10.1% | -20.8% | -30.3% |
| 1Y | -35.8% | -10.2% | -25.6% | -35.3% |
| 3Y | +261.4% | -37.3% | +298.7% | +255.7% |
| All | +249.5% | -46.8% | +296.3% | +213.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling