-35.8%
APLD vs CAPR
+65.7%
-101.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -8.7% | +3.4% | -5.2% |
| 7D | +19.6% | +19.1% | +0.5% | +19.2% |
| 30D | -24.5% | +48.8% | -73.3% | -25.0% |
| 3M | -45.6% | +144.4% | -190.0% | -46.5% |
| 6M | -61.4% | -67.5% | +6.1% | -61.1% |
| YTD | -30.9% | -64.5% | +33.6% | -30.5% |
| 1Y | -35.8% | +74.4% | -110.3% | -37.7% |
| All | -35.8% | +65.7% | -101.5% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling