+354.6%
APLD vs CBRE
+84.7%
+269.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.5% | +7.5% |
| 7D | +7.8% | -4.6% | +12.5% | +10.8% |
| 30D | -23.0% | +3.0% | -25.9% | -24.4% |
| 3M | -39.7% | -8.7% | -30.9% | -37.2% |
| 6M | -59.8% | -7.9% | -51.9% | -58.7% |
| YTD | -27.0% | -16.3% | -10.7% | -21.7% |
| 1Y | -37.3% | -13.1% | -24.2% | -34.6% |
| All | +354.6% | +84.7% | +269.8% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling