+220.6%
APLD vs CDNS
+107.7%
+112.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.7% | +7.0% | +7.6% |
| 7D | -12.7% | -2.4% | -10.3% | -10.7% |
| 30D | -34.7% | -10.2% | -24.5% | -28.4% |
| 3M | -46.1% | -5.5% | -40.7% | -43.7% |
| 6M | -64.9% | -9.9% | -55.0% | -62.0% |
| YTD | -36.6% | +2.3% | -38.9% | -39.7% |
| 1Y | -50.0% | -1.4% | -48.6% | -50.5% |
| 3Y | +190.1% | +28.1% | +162.0% | +98.5% |
| All | +220.6% | +107.7% | +112.9% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling