+220.6%
APLD vs CASY
+243.0%
-22.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.3% | +10.0% | +9.9% |
| 7D | -12.7% | +1.1% | -13.8% | -13.3% |
| 30D | -34.7% | +8.7% | -43.4% | -37.5% |
| 3M | -46.1% | -17.3% | -28.8% | -42.2% |
| 6M | -64.9% | -19.7% | -45.1% | -62.6% |
| YTD | -36.6% | +24.8% | -61.4% | -49.1% |
| 1Y | -50.0% | +31.9% | -81.9% | -61.5% |
| 3Y | +190.1% | +155.4% | +34.7% | +49.6% |
| All | +220.6% | +243.0% | -22.3% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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