+220.6%
APLD vs CCJ
+127.3%
+93.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.3% | +5.4% | +6.1% |
| 7D | -12.7% | -7.3% | -5.4% | -6.2% |
| 30D | -34.7% | -20.0% | -14.7% | -20.0% |
| 3M | -46.1% | -23.8% | -22.3% | -31.5% |
| 6M | -64.9% | -42.4% | -22.5% | -43.1% |
| YTD | -36.6% | -22.1% | -14.5% | -18.1% |
| 1Y | -50.0% | -20.8% | -29.1% | -35.3% |
| 3Y | +190.1% | +75.7% | +114.4% | +72.8% |
| All | +220.6% | +127.3% | +93.3% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling