+243.9%
APLD vs CEG
+346.9%
-103.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +1.8% |
| 7D | -6.3% | +1.7% | -8.0% | -7.1% |
| 30D | -29.6% | -10.2% | -19.4% | -23.7% |
| 3M | -42.6% | -0.8% | -41.8% | -42.3% |
| 6M | -59.6% | -11.5% | -48.0% | -56.3% |
| YTD | -32.0% | -23.9% | -8.1% | -20.7% |
| 1Y | -46.9% | -25.4% | -21.5% | -36.9% |
| 3Y | +255.7% | +124.2% | +131.5% | +122.2% |
| All | +243.9% | +346.9% | -103.0% | +32.5% |
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