+229.3%
APLD vs CEG
+367.6%
-138.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.3% |
| 7D | +2.7% | +12.1% | -9.4% | -5.1% |
| 30D | -21.4% | +0.2% | -21.7% | -21.1% |
| 3M | -47.8% | +0.7% | -48.6% | -48.2% |
| 6M | -64.9% | +2.2% | -67.1% | -65.4% |
| YTD | -34.9% | -20.3% | -14.5% | -26.4% |
| 1Y | -30.7% | -16.1% | -14.7% | -24.2% |
| 3Y | +305.3% | +134.7% | +170.7% | +145.4% |
| All | +229.3% | +367.6% | -138.4% | +23.0% |
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