+252.0%
APLD vs CFG
+182.2%
+69.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.9% | +4.6% | +5.5% |
| 7D | +3.1% | +0.3% | +2.8% | +3.1% |
| 30D | -29.4% | +3.2% | -32.6% | -30.8% |
| 3M | -42.8% | -9.7% | -33.1% | -38.7% |
| 6M | -59.5% | +3.6% | -63.1% | -60.9% |
| YTD | -31.8% | +14.7% | -46.5% | -38.3% |
| 1Y | -46.0% | +29.6% | -75.6% | -55.0% |
| 3Y | +252.0% | +190.6% | +61.4% | +38.6% |
| All | +252.0% | +182.2% | +69.8% | +38.6% |
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