+164.4%
APLD vs CAPR
+200.7%
-36.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -3.6% | -11.1% | -14.6% |
| 7D | -27.0% | +29.7% | -56.7% | -27.7% |
| 30D | -44.1% | +11.0% | -55.0% | -44.4% |
| 3M | -52.6% | +118.8% | -171.4% | -54.2% |
| 6M | -64.5% | -73.9% | +9.4% | -63.6% |
| YTD | -42.2% | -70.2% | +28.0% | -41.2% |
| 1Y | -57.2% | +38.3% | -95.4% | -62.0% |
| All | +164.4% | +200.7% | -36.3% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling