+103.5%
APLD vs CAG
-15.1%
+118.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +6.4% |
| 7D | +16.6% | -5.3% | +21.8% | +12.8% |
| 30D | -3.1% | +1.0% | -4.1% | -2.3% |
| 3M | -30.9% | +17.4% | -48.2% | -22.5% |
| 6M | +12.6% | -16.8% | +29.4% | +4.2% |
| YTD | +15.5% | -6.8% | +22.2% | +14.0% |
| 1Y | +103.5% | -15.4% | +118.9% | +98.3% |
| All | +103.5% | -15.1% | +118.6% | +98.3% |
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