+220.6%
APLD vs CAPR
+182.1%
+38.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.7% | +5.1% | +9.5% |
| 7D | -12.7% | +41.1% | -53.8% | -14.0% |
| 30D | -34.7% | +11.1% | -45.8% | -35.1% |
| 3M | -46.1% | +115.3% | -161.4% | -48.3% |
| 6M | -64.9% | -73.8% | +9.0% | -63.9% |
| YTD | -36.6% | -68.8% | +32.2% | -35.5% |
| 1Y | -50.0% | +43.3% | -93.3% | -57.1% |
| 3Y | +190.1% | +214.7% | -24.6% | +60.0% |
| All | +220.6% | +182.1% | +38.5% | +13.8% |
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