-46.5%
APLD vs CFG
+34.2%
-80.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.1% | -8.5% |
| 7D | -18.5% | +1.8% | -20.3% | -19.8% |
| 30D | -32.8% | +3.3% | -36.0% | -34.5% |
| 3M | -46.9% | -9.8% | -37.0% | -42.6% |
| 6M | -53.4% | +5.2% | -58.6% | -56.2% |
| YTD | -32.3% | +16.1% | -48.4% | -43.2% |
| 1Y | -46.5% | +33.7% | -80.2% | -62.8% |
| All | -46.5% | +34.2% | -80.7% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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