+243.9%
APLD vs CAG
-44.5%
+288.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.5% |
| 7D | -6.3% | +6.6% | -13.0% | -3.8% |
| 30D | -29.6% | +13.9% | -43.5% | -25.6% |
| 3M | -42.6% | +4.0% | -46.6% | -41.0% |
| 6M | -59.6% | +10.0% | -69.6% | -57.3% |
| YTD | -32.0% | -6.1% | -25.8% | -30.4% |
| 1Y | -46.9% | -4.3% | -42.6% | -45.5% |
| 3Y | +255.7% | -34.6% | +290.2% | +255.5% |
| All | +243.9% | -44.5% | +288.4% | +213.8% |
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