+443.7%
APLD vs CEG
+399.0%
+44.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | -1.5% |
| 7D | +4.1% | +8.0% | -4.0% | -1.4% |
| 30D | -11.7% | +12.9% | -24.7% | -18.6% |
| 3M | -40.3% | +13.2% | -53.4% | -44.7% |
| 6M | -8.0% | -7.0% | -1.0% | -5.1% |
| YTD | +7.5% | -15.0% | +22.5% | +16.5% |
| 1Y | +84.0% | -2.7% | +86.7% | +84.4% |
| 3Y | +356.2% | +184.1% | +172.2% | +143.7% |
| All | +443.7% | +399.0% | +44.8% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling