+103.5%
APLD vs CG
-26.2%
+129.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.2% | +9.5% | +8.8% |
| 7D | +16.6% | -1.3% | +17.8% | +17.4% |
| 30D | -3.1% | -3.2% | 0.0% | -2.0% |
| 3M | -30.9% | +6.2% | -37.1% | -34.6% |
| 6M | +12.6% | -4.7% | +17.3% | +15.4% |
| YTD | +15.5% | -20.6% | +36.1% | +35.1% |
| 1Y | +103.5% | -26.4% | +129.9% | +138.3% |
| All | +103.5% | -26.2% | +129.7% | +138.3% |
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