+244.7%
APLD vs CG
+14.0%
+230.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.6% | +0.9% | +1.8% |
| 7D | +3.1% | +3.0% | 0.0% | +0.6% |
| 30D | -29.4% | +10.1% | -39.5% | -35.5% |
| 3M | -42.8% | -10.8% | -31.9% | -37.9% |
| 6M | -59.5% | -15.2% | -44.2% | -54.2% |
| YTD | -31.8% | -26.9% | -4.9% | -11.7% |
| 1Y | -46.0% | -17.0% | -29.0% | -37.5% |
| 3Y | +252.0% | +54.6% | +197.4% | +102.2% |
| All | +244.7% | +14.0% | +230.7% | +167.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling