+243.9%
APLD vs CB
+82.8%
+161.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | 0.0% |
| 7D | -6.3% | +0.7% | -7.0% | -6.2% |
| 30D | -29.6% | +8.2% | -37.7% | -28.8% |
| 3M | -42.6% | +6.3% | -48.9% | -42.0% |
| 6M | -59.6% | +16.2% | -75.8% | -59.3% |
| YTD | -32.0% | +19.3% | -51.3% | -32.0% |
| 1Y | -46.9% | +29.2% | -76.2% | -48.1% |
| 3Y | +255.7% | +71.4% | +184.2% | +186.4% |
| All | +243.9% | +82.8% | +161.1% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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