+443.7%
APLD vs CF
+30.9%
+412.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.1% |
| 7D | +4.1% | +6.0% | -1.9% | +3.4% |
| 30D | -11.7% | +14.8% | -26.6% | -13.0% |
| 3M | -40.3% | +14.1% | -54.3% | -41.3% |
| 6M | -8.0% | +28.5% | -36.5% | -14.6% |
| YTD | +7.5% | +74.9% | -67.4% | -7.9% |
| 1Y | +84.0% | +61.7% | +22.3% | +59.8% |
| 3Y | +356.2% | +80.3% | +275.9% | +274.8% |
| All | +443.7% | +30.9% | +412.8% | +345.9% |
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