+305.3%
APLD vs CDNS
+23.9%
+281.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.1% | -2.7% | -3.8% |
| 7D | +2.7% | +1.0% | +1.7% | +2.2% |
| 30D | -21.4% | -2.0% | -19.5% | -19.7% |
| 3M | -47.8% | -0.2% | -47.6% | -47.5% |
| 6M | -64.9% | -8.9% | -56.0% | -62.6% |
| YTD | -34.9% | +3.3% | -38.2% | -36.9% |
| 1Y | -30.7% | +2.2% | -33.0% | -32.0% |
| 3Y | +305.3% | +22.4% | +282.9% | +317.6% |
| All | +305.3% | +23.9% | +281.4% | +317.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling