+269.3%
APLD vs CARR
+40.0%
+229.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.0% | +4.4% | +4.5% |
| 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% | -30.2% |
| 6M | -59.8% | -16.5% | -43.3% | -52.7% |
| YTD | -27.0% | +4.9% | -31.9% | -33.3% |
| 1Y | -37.3% | -2.7% | -34.6% | -38.0% |
| 3Y | +281.9% | +10.4% | +271.4% | +233.9% |
| All | +269.3% | +40.0% | +229.2% | +73.3% |
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 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