+459.6%
APLD vs CBOE
+161.0%
+298.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.2% |
| 7D | +9.0% | -0.8% | +9.7% | +8.9% |
| 30D | -6.6% | +2.7% | -9.3% | -6.3% |
| 3M | -35.2% | +0.7% | -36.0% | -35.1% |
| 6M | +0.4% | -2.0% | +2.4% | +0.5% |
| YTD | +10.7% | +17.1% | -6.5% | +9.1% |
| 1Y | +78.6% | +26.5% | +52.1% | +74.7% |
| 3Y | +423.9% | +96.1% | +327.8% | +263.6% |
| All | +459.6% | +161.0% | +298.5% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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