+249.5%
APLD vs CEG
+371.3%
-121.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -7.3% |
| 7D | +19.6% | +17.8% | +1.8% | +7.0% |
| 30D | -24.5% | -4.5% | -19.9% | -21.5% |
| 3M | -45.6% | +1.5% | -47.1% | -46.2% |
| 6M | -61.4% | -3.5% | -57.9% | -60.7% |
| YTD | -30.9% | -19.7% | -11.2% | -22.3% |
| 1Y | -35.8% | -19.8% | -16.0% | -27.4% |
| 3Y | +261.4% | +136.4% | +125.0% | +117.6% |
| All | +249.5% | +371.3% | -121.8% | +29.8% |
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