+220.6%
APLD vs CB
+80.8%
+139.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.8% | +11.5% | +9.5% |
| 7D | -12.7% | +0.2% | -13.0% | -12.6% |
| 30D | -34.7% | +9.1% | -43.8% | -34.0% |
| 3M | -46.1% | +3.4% | -49.5% | -45.8% |
| 6M | -64.9% | +14.1% | -78.9% | -64.7% |
| YTD | -36.6% | +18.0% | -54.6% | -36.7% |
| 1Y | -50.0% | +30.1% | -80.1% | -51.4% |
| 3Y | +190.1% | +71.8% | +118.3% | +130.7% |
| All | +220.6% | +80.8% | +139.8% | +113.4% |
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