+249.5%
APLD vs CDNS
+116.4%
+133.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -6.3% |
| 7D | +19.6% | +7.0% | +12.6% | +13.5% |
| 30D | -24.5% | -0.3% | -24.2% | -23.6% |
| 3M | -45.6% | +3.2% | -48.7% | -46.9% |
| 6M | -61.4% | -6.9% | -54.5% | -59.3% |
| YTD | -30.9% | +6.6% | -37.5% | -36.4% |
| 1Y | -35.8% | +5.6% | -41.5% | -40.0% |
| 3Y | +261.4% | +27.4% | +234.0% | +153.4% |
| All | +249.5% | +116.4% | +133.0% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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