+443.7%
APLD vs CBOE
+166.9%
+276.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +4.1% | -3.6% | +7.7% | +3.7% |
| 30D | -11.7% | +5.1% | -16.8% | -11.2% |
| 3M | -40.3% | +4.6% | -44.9% | -40.0% |
| 6M | -8.0% | -0.3% | -7.7% | -7.6% |
| YTD | +7.5% | +19.8% | -12.2% | +6.2% |
| 1Y | +84.0% | +28.4% | +55.7% | +80.6% |
| 3Y | +356.2% | +104.1% | +252.1% | +210.3% |
| All | +443.7% | +166.9% | +276.8% | +115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling