-46.5%
APLD vs CBRE
-6.2%
-40.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.1% | -10.9% | -7.6% |
| 7D | -18.5% | +14.1% | -32.6% | -21.5% |
| 30D | -32.8% | +9.0% | -41.8% | -34.1% |
| 3M | -46.9% | -6.6% | -40.3% | -46.0% |
| 6M | -53.4% | +0.8% | -54.1% | -53.8% |
| YTD | -32.3% | -12.2% | -20.0% | -30.9% |
| 1Y | -46.5% | -6.8% | -39.7% | -46.2% |
| All | -46.5% | -6.2% | -40.3% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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