+190.1%
APLD vs CEG
+114.1%
+76.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.3% | +5.4% | +6.7% |
| 7D | -12.7% | -4.7% | -8.0% | -9.1% |
| 30D | -34.7% | -16.6% | -18.1% | -25.5% |
| 3M | -46.1% | -4.1% | -42.0% | -44.5% |
| 6M | -64.9% | -22.3% | -42.5% | -58.4% |
| YTD | -36.6% | -28.9% | -7.6% | -22.2% |
| 1Y | -50.0% | -28.5% | -21.5% | -38.5% |
| 3Y | +190.1% | +104.3% | +85.8% | +135.4% |
| All | +190.1% | +114.1% | +76.0% | +135.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling