+220.6%
APLD vs CFG
+90.7%
+129.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.9% | +10.7% | +10.5% |
| 7D | -12.7% | -0.9% | -11.8% | -12.2% |
| 30D | -34.7% | +1.1% | -35.8% | -35.2% |
| 3M | -46.1% | -12.0% | -34.1% | -40.6% |
| 6M | -64.9% | -2.2% | -62.6% | -64.7% |
| YTD | -36.6% | +11.4% | -48.0% | -42.4% |
| 1Y | -50.0% | +27.8% | -77.8% | -59.3% |
| 3Y | +190.1% | +173.3% | +16.8% | +15.3% |
| All | +220.6% | +90.7% | +129.9% | +94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling