-37.3%
APLD vs CBOE
+42.0%
-79.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.2% | +6.2% | +8.0% |
| 7D | +7.8% | +6.9% | +0.9% | +11.9% |
| 30D | -23.0% | +24.1% | -47.1% | -13.7% |
| 3M | -39.7% | +30.9% | -70.6% | -31.0% |
| 6M | -59.8% | +5.9% | -65.7% | -57.7% |
| YTD | -27.0% | +48.2% | -75.1% | -15.3% |
| 1Y | -37.3% | +43.5% | -80.8% | -22.6% |
| All | -37.3% | +42.0% | -79.3% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling