+164.4%
APLD vs CART
+111.7%
+52.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.4% | -12.3% | -13.8% |
| 7D | -27.0% | +1.2% | -28.2% | -27.3% |
| 30D | -44.1% | +27.1% | -71.2% | -49.6% |
| 3M | -52.6% | +27.4% | -80.0% | -57.8% |
| 6M | -64.5% | +32.1% | -96.6% | -69.5% |
| YTD | -42.2% | +28.5% | -70.7% | -50.7% |
| 1Y | -57.2% | +58.8% | -116.0% | -68.4% |
| All | +164.4% | +111.7% | +52.7% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling