+211.6%
APLD vs CART
+38.4%
+173.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.6% | +9.2% | +9.5% |
| 7D | -12.7% | +3.0% | -15.7% | -13.6% |
| 30D | -34.7% | +28.6% | -63.2% | -41.1% |
| 3M | -46.1% | +29.1% | -75.2% | -52.0% |
| 6M | -64.9% | +44.7% | -109.6% | -70.6% |
| YTD | -36.6% | +29.2% | -65.8% | -45.5% |
| 1Y | -50.0% | +66.2% | -116.1% | -63.2% |
| 3Y | +190.1% | +112.8% | +77.3% | +107.4% |
| All | +211.6% | +38.4% | +173.2% | +141.7% |
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