+244.7%
APLD vs CASY
+245.2%
-0.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.9% | +7.3% |
| 7D | +3.1% | +3.6% | -0.5% | +1.4% |
| 30D | -29.4% | +7.2% | -36.6% | -32.0% |
| 3M | -42.8% | -16.9% | -25.9% | -38.7% |
| 6M | -59.5% | -19.3% | -40.1% | -56.9% |
| YTD | -31.8% | +25.6% | -57.5% | -45.4% |
| 1Y | -46.0% | +30.2% | -76.2% | -58.1% |
| 3Y | +252.0% | +154.9% | +97.1% | +81.8% |
| All | +244.7% | +245.2% | -0.5% | +25.2% |
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