+354.6%
APLD vs CEG
+130.7%
+223.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.6% | +4.8% | +5.6% |
| 7D | +7.8% | +11.8% | -4.0% | +0.1% |
| 30D | -23.0% | -6.5% | -16.4% | -18.6% |
| 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% |
| All | +354.6% | +130.7% | +223.8% | +232.2% |
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