+164.4%
APLD vs CASY
+154.8%
+9.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +2.2% | -16.9% | -15.6% |
| 7D | -27.0% | +1.8% | -28.8% | -27.6% |
| 30D | -44.1% | +11.2% | -55.3% | -47.0% |
| 3M | -52.6% | -19.1% | -33.5% | -48.5% |
| 6M | -64.5% | -19.9% | -44.6% | -61.8% |
| YTD | -42.2% | +25.2% | -67.4% | -55.4% |
| 1Y | -57.2% | +31.6% | -88.8% | -68.4% |
| All | +164.4% | +154.8% | +9.6% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling