+229.3%
APLD vs CARR
+39.1%
+190.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.5% |
| 7D | +2.7% | +3.5% | -0.8% | -0.4% |
| 30D | -21.4% | +0.4% | -21.8% | -21.3% |
| 3M | -47.8% | -14.1% | -33.8% | -39.4% |
| 6M | -64.9% | -16.7% | -48.2% | -58.5% |
| YTD | -34.9% | +4.2% | -39.1% | -40.1% |
| 1Y | -30.7% | -0.2% | -30.6% | -33.5% |
| 3Y | +305.3% | +10.9% | +294.5% | +252.3% |
| All | +229.3% | +39.1% | +190.2% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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