+420.9%
APLD vs CARR
+2.2%
+418.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -2.3% |
| 7D | +9.0% | +0.6% | +8.3% | +8.3% |
| 30D | -6.6% | -8.7% | +2.0% | +1.5% |
| 3M | -35.2% | -18.4% | -16.9% | -22.4% |
| 6M | +0.4% | -0.6% | +1.0% | -2.9% |
| YTD | +10.7% | +10.9% | -0.2% | -5.3% |
| 1Y | +78.6% | -7.3% | +85.8% | +82.5% |
| All | +420.9% | +2.2% | +418.7% | +371.3% |
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