+220.6%
APLD vs CCEP
+177.0%
+43.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.0% | +10.7% | +10.2% |
| 7D | -12.7% | +2.6% | -15.3% | -14.4% |
| 30D | -34.7% | +15.1% | -49.8% | -40.7% |
| 3M | -46.1% | +7.3% | -53.4% | -49.2% |
| 6M | -64.9% | +23.4% | -88.3% | -70.3% |
| YTD | -36.6% | +29.4% | -66.0% | -48.9% |
| 1Y | -50.0% | +34.2% | -84.2% | -61.2% |
| 3Y | +190.1% | +108.4% | +81.8% | +16.8% |
| All | +220.6% | +177.0% | +43.6% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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