+354.6%
APLD vs CARR
+11.2%
+343.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.0% | +4.4% | +4.6% |
| 7D | +7.8% | -1.9% | +9.8% | +10.5% |
| 30D | -23.0% | -1.1% | -21.9% | -21.7% |
| 3M | -39.7% | -13.8% | -25.8% | -30.4% |
| 6M | -59.8% | -16.5% | -43.3% | -52.9% |
| YTD | -27.0% | +4.9% | -31.9% | -33.9% |
| 1Y | -37.3% | -2.7% | -34.6% | -38.4% |
| All | +354.6% | +11.2% | +343.4% | +246.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling