+242.5%
APLD vs CF
+9.6%
+232.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.4% | -2.3% | -6.4% |
| 7D | -18.5% | -6.9% | -11.7% | -18.1% |
| 30D | -32.8% | -3.7% | -29.0% | -32.7% |
| 3M | -46.9% | -5.0% | -41.9% | -46.9% |
| 6M | -53.4% | -10.5% | -42.9% | -53.4% |
| YTD | -32.3% | +46.5% | -78.8% | -41.2% |
| 1Y | -46.5% | +34.8% | -81.3% | -52.7% |
| 3Y | +204.2% | +46.7% | +157.5% | +155.6% |
| All | +242.5% | +9.6% | +232.9% | +184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling