+244.7%
APLD vs CAPR
+208.8%
+36.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +9.4% | -1.9% | +7.1% |
| 7D | +3.1% | +36.0% | -33.0% | +1.8% |
| 30D | -29.4% | +25.8% | -55.2% | -30.2% |
| 3M | -42.8% | +140.8% | -183.6% | -45.4% |
| 6M | -59.5% | -67.6% | +8.1% | -58.7% |
| YTD | -31.8% | -65.9% | +34.1% | -30.9% |
| 1Y | -46.0% | +66.1% | -112.1% | -54.3% |
| 3Y | +252.0% | +256.9% | -4.9% | +92.0% |
| All | +244.7% | +208.8% | +36.0% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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