+84.0%
APLD vs CF
+62.4%
+21.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +0.8% |
| 7D | +4.1% | +6.0% | -1.9% | +6.0% |
| 30D | -11.7% | +14.8% | -26.6% | -7.8% |
| 3M | -40.3% | +14.1% | -54.3% | -37.2% |
| 6M | -8.0% | +28.5% | -36.5% | -8.1% |
| YTD | +7.5% | +74.9% | -67.4% | -2.0% |
| 1Y | +84.0% | +61.7% | +22.3% | +70.0% |
| All | +84.0% | +62.4% | +21.6% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling