+84.0%
APLD vs CG
-24.3%
+108.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.9% |
| 7D | +4.1% | -4.3% | +8.4% | +7.3% |
| 30D | -11.7% | -5.1% | -6.6% | -9.1% |
| 3M | -40.3% | +8.7% | -48.9% | -44.3% |
| 6M | -8.0% | -9.2% | +1.3% | -2.0% |
| YTD | +7.5% | -18.9% | +26.4% | +24.2% |
| 1Y | +84.0% | -25.6% | +109.7% | +115.6% |
| All | +84.0% | -24.3% | +108.3% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling