+235.1%
APLD vs CART
+39.2%
+195.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +6.9% | +7.3% |
| 7D | +3.1% | +1.5% | +1.6% | +2.7% |
| 30D | -29.4% | +22.4% | -51.8% | -35.0% |
| 3M | -42.8% | +16.5% | -59.3% | -46.7% |
| 6M | -59.5% | +44.9% | -104.3% | -66.0% |
| YTD | -31.8% | +30.0% | -61.8% | -41.5% |
| 1Y | -46.0% | +59.1% | -105.1% | -59.2% |
| 3Y | +252.0% | +138.8% | +113.2% | +145.3% |
| All | +235.1% | +39.2% | +195.9% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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