+192.2%
APLD vs CAPR
+169.6%
+22.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -3.6% | -11.1% | -14.5% |
| 7D | -27.0% | +29.7% | -56.7% | -27.9% |
| 30D | -44.1% | +11.0% | -55.0% | -44.4% |
| 3M | -52.6% | +118.8% | -171.4% | -54.6% |
| 6M | -64.5% | -73.9% | +9.4% | -63.5% |
| YTD | -42.2% | -70.2% | +28.0% | -41.1% |
| 1Y | -57.2% | +38.3% | -95.4% | -63.3% |
| 3Y | +159.5% | +199.7% | -40.1% | +43.5% |
| All | +192.2% | +169.6% | +22.6% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling