+269.3%
APLD vs CCJ
+137.0%
+132.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.4% | +5.7% |
| 7D | +7.8% | +3.7% | +4.1% | +5.4% |
| 30D | -23.0% | -13.7% | -9.3% | -11.3% |
| 3M | -39.7% | -24.7% | -15.0% | -22.5% |
| 6M | -59.8% | -38.1% | -21.7% | -38.7% |
| YTD | -27.0% | -18.8% | -8.2% | -8.8% |
| 1Y | -37.3% | -19.5% | -17.8% | -20.3% |
| 3Y | +281.9% | +75.9% | +206.0% | +129.2% |
| All | +269.3% | +137.0% | +132.3% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling