+269.3%
APLD vs CEG
+358.5%
-89.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.6% | +4.8% | +5.6% |
| 7D | +7.8% | +11.8% | -4.0% | +0.3% |
| 30D | -23.0% | -6.5% | -16.4% | -18.7% |
| 3M | -39.7% | -1.2% | -38.5% | -39.2% |
| 6M | -59.8% | -8.0% | -51.8% | -57.7% |
| YTD | -27.0% | -21.9% | -5.1% | -16.2% |
| 1Y | -37.3% | -21.4% | -15.9% | -28.0% |
| 3Y | +281.9% | +130.0% | +151.9% | +134.6% |
| All | +269.3% | +358.5% | -89.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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