+428.5%
APLD vs CART
+21.6%
+406.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.0% | +2.3% |
| 7D | +4.1% | +1.0% | +3.0% | +3.6% |
| 30D | -11.7% | +12.6% | -24.3% | -16.3% |
| 3M | -40.3% | +23.1% | -63.4% | -45.7% |
| 6M | -8.0% | +39.5% | -47.5% | -23.6% |
| YTD | +7.5% | +13.5% | -6.0% | -1.9% |
| 1Y | +84.0% | +14.9% | +69.2% | +63.9% |
| All | +428.5% | +21.6% | +406.9% | +335.1% |
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