-46.8%
APLD vs CAG
-5.3%
-41.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.2% | +7.8% |
| 7D | +3.1% | +4.6% | -1.5% | +7.7% |
| 30D | -29.4% | +14.7% | -44.0% | -20.7% |
| 3M | -42.8% | +2.4% | -45.1% | -40.2% |
| 6M | -59.5% | +10.7% | -70.2% | -54.4% |
| YTD | -31.8% | -5.5% | -26.3% | -33.9% |
| All | -46.8% | -5.3% | -41.5% | -47.6% |
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