+164.4%
APLD vs CFG
+171.1%
-6.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -3.1% | -11.5% | -12.5% |
| 7D | -27.0% | -2.2% | -24.8% | -25.8% |
| 30D | -44.1% | +0.4% | -44.5% | -44.1% |
| 3M | -52.6% | -12.6% | -40.0% | -48.0% |
| 6M | -64.5% | +0.6% | -65.1% | -64.9% |
| YTD | -42.2% | +12.4% | -54.7% | -47.0% |
| 1Y | -57.2% | +27.7% | -84.9% | -64.0% |
| All | +164.4% | +171.1% | -6.8% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling