+373.4%
APLD vs CFG
+180.9%
+192.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +4.1% | +1.5% | +2.5% | +3.0% |
| 30D | -11.7% | -3.8% | -7.9% | -9.2% |
| 3M | -40.3% | +11.5% | -51.8% | -45.0% |
| 6M | -8.0% | +19.2% | -27.1% | -19.0% |
| YTD | +7.5% | +23.7% | -16.2% | -8.1% |
| 1Y | +84.0% | +38.8% | +45.2% | +42.9% |
| All | +373.4% | +180.9% | +192.6% | +97.9% |
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