+229.3%
APLD vs CBRE
+55.4%
+173.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -6.1% |
| 7D | +2.7% | -1.8% | +4.5% | +4.1% |
| 30D | -21.4% | +3.3% | -24.7% | -23.9% |
| 3M | -47.8% | -12.4% | -35.5% | -43.4% |
| 6M | -64.9% | -5.4% | -59.5% | -64.6% |
| YTD | -34.9% | -17.2% | -17.7% | -28.8% |
| 1Y | -30.7% | -13.1% | -17.7% | -27.6% |
| 3Y | +305.3% | +81.6% | +223.8% | +97.9% |
| All | +229.3% | +55.4% | +173.8% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling