-46.5%
APLD vs CG
-14.1%
-32.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.5% | -11.3% | -10.0% |
| 7D | -18.5% | +9.4% | -28.0% | -24.5% |
| 30D | -32.8% | +8.7% | -41.5% | -37.4% |
| 3M | -46.9% | -15.0% | -31.9% | -39.8% |
| 6M | -53.4% | -13.2% | -40.2% | -47.8% |
| YTD | -32.3% | -26.2% | -6.1% | -12.2% |
| 1Y | -46.5% | -14.1% | -32.4% | -41.2% |
| All | -46.5% | -14.1% | -32.5% | -41.2% |
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