+269.3%
APLD vs CAPR
+251.7%
+17.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +26.5% | -19.1% | +6.2% |
| 7D | +7.8% | +25.8% | -18.0% | +6.7% |
| 30D | -23.0% | +50.2% | -73.2% | -24.5% |
| 3M | -39.7% | +185.5% | -225.2% | -42.9% |
| 6M | -59.8% | -64.8% | +5.0% | -59.3% |
| YTD | -27.0% | -61.1% | +34.2% | -26.4% |
| 1Y | -37.3% | +81.0% | -118.3% | -46.7% |
| 3Y | +281.9% | +300.7% | -18.8% | +107.5% |
| All | +269.3% | +251.7% | +17.6% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling