-46.9%
APLD vs CBRE
-11.6%
-35.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.4% |
| 7D | -6.3% | -0.5% | -5.8% | -6.0% |
| 30D | -29.6% | +3.1% | -32.6% | -29.9% |
| 3M | -42.6% | -6.4% | -36.2% | -41.7% |
| 6M | -59.6% | -7.9% | -51.7% | -58.7% |
| YTD | -32.0% | -16.2% | -15.8% | -29.9% |
| 1Y | -46.9% | -11.2% | -35.7% | -45.4% |
| All | -46.9% | -11.6% | -35.4% | -45.4% |
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