+403.2%
APLD vs CDNS
+19.0%
+384.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +4.2% |
| 7D | +4.1% | -14.0% | +18.1% | +13.8% |
| 30D | -11.7% | -13.2% | +1.4% | -4.0% |
| 3M | -40.3% | -28.9% | -11.4% | -26.5% |
| 6M | -8.0% | -4.2% | -3.8% | -5.8% |
| YTD | +7.5% | -6.4% | +13.9% | +10.1% |
| 1Y | +84.0% | -16.2% | +100.2% | +98.9% |
| All | +403.2% | +19.0% | +384.3% | +355.2% |
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