+269.3%
APLD vs CFG
+97.2%
+172.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +6.7% |
| 7D | +7.8% | -0.8% | +8.6% | +9.0% |
| 30D | -23.0% | +3.1% | -26.1% | -24.7% |
| 3M | -39.7% | -9.7% | -30.0% | -34.8% |
| 6M | -59.8% | +6.7% | -66.5% | -62.3% |
| YTD | -27.0% | +15.2% | -42.1% | -35.2% |
| 1Y | -37.3% | +28.8% | -66.1% | -49.2% |
| 3Y | +281.9% | +190.1% | +91.8% | +44.5% |
| All | +269.3% | +97.2% | +172.1% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling