+443.7%
APLD vs CDNS
+90.1%
+353.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +4.9% |
| 7D | +4.1% | -14.0% | +18.1% | +16.6% |
| 30D | -11.7% | -13.2% | +1.4% | -1.8% |
| 3M | -40.3% | -28.9% | -11.4% | -22.2% |
| 6M | -8.0% | -4.2% | -3.8% | -6.3% |
| YTD | +7.5% | -6.4% | +13.9% | +9.3% |
| 1Y | +84.0% | -16.2% | +100.2% | +101.2% |
| 3Y | +356.2% | +20.2% | +336.1% | +223.3% |
| All | +443.7% | +90.1% | +353.6% | +91.8% |
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