+192.2%
APLD vs CFG
+92.5%
+99.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -3.1% | -11.5% | -12.2% |
| 7D | -27.0% | -2.2% | -24.8% | -25.7% |
| 30D | -44.1% | +0.4% | -44.5% | -44.2% |
| 3M | -52.6% | -12.6% | -40.0% | -47.4% |
| 6M | -64.5% | +0.6% | -65.1% | -65.0% |
| YTD | -42.2% | +12.4% | -54.7% | -47.8% |
| 1Y | -57.2% | +27.7% | -84.9% | -65.1% |
| 3Y | +159.5% | +172.4% | -12.8% | +3.6% |
| All | +192.2% | +92.5% | +99.7% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling