+443.7%
APLD vs CCJ
+221.2%
+222.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +4.1% | +0.7% | +3.3% | +3.5% |
| 30D | -11.7% | +6.9% | -18.6% | -16.8% |
| 3M | -40.3% | -11.6% | -28.6% | -33.3% |
| 6M | -8.0% | -16.2% | +8.3% | +6.5% |
| YTD | +7.5% | +10.1% | -2.6% | +2.3% |
| 1Y | +84.0% | +32.3% | +51.7% | +46.7% |
| 3Y | +356.2% | +171.3% | +184.9% | +81.0% |
| All | +443.7% | +221.2% | +222.5% | +68.8% |
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