-30.7%
APLD vs CG
-25.8%
-4.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.0% | -6.8% | -6.6% |
| 7D | +2.7% | +0.2% | +2.5% | +2.5% |
| 30D | -21.4% | +11.2% | -32.6% | -28.5% |
| 3M | -47.8% | -22.1% | -25.8% | -36.0% |
| 6M | -64.9% | -17.9% | -47.0% | -58.6% |
| YTD | -34.9% | -31.3% | -3.6% | -9.1% |
| 1Y | -30.7% | -24.0% | -6.8% | -13.0% |
| All | -30.7% | -25.8% | -4.9% | -13.0% |
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