+232.9%
APLD vs CART
+41.0%
+191.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.6% | -8.3% | -7.3% |
| 7D | -18.5% | +1.4% | -19.9% | -19.0% |
| 30D | -32.8% | +29.7% | -62.4% | -39.6% |
| 3M | -46.9% | +29.7% | -76.6% | -52.8% |
| 6M | -53.4% | +36.8% | -90.2% | -60.2% |
| YTD | -32.3% | +31.7% | -63.9% | -42.3% |
| 1Y | -46.5% | +62.4% | -108.9% | -60.0% |
| 3Y | +204.2% | +120.1% | +84.1% | +115.0% |
| All | +232.9% | +41.0% | +191.9% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling