+443.7%
APLD vs CARR
+52.5%
+391.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +0.8% |
| 7D | +4.1% | +1.6% | +2.5% | +2.6% |
| 30D | -11.7% | -8.7% | -3.0% | -3.7% |
| 3M | -40.3% | -12.6% | -27.7% | -32.6% |
| 6M | -8.0% | -1.5% | -6.4% | -9.4% |
| YTD | +7.5% | +14.3% | -6.8% | -10.0% |
| 1Y | +84.0% | -4.6% | +88.6% | +82.3% |
| 3Y | +356.2% | +7.3% | +348.9% | +308.8% |
| All | +443.7% | +52.5% | +391.2% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling