+354.6%
APLD vs CG
+51.4%
+303.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +8.4% |
| 7D | +7.8% | -3.8% | +11.6% | +11.6% |
| 30D | -23.0% | +7.5% | -30.5% | -27.5% |
| 3M | -39.7% | -14.4% | -25.3% | -33.0% |
| 6M | -59.8% | -15.7% | -44.2% | -54.9% |
| YTD | -27.0% | -29.0% | +2.0% | -5.8% |
| 1Y | -37.3% | -22.1% | -15.2% | -24.3% |
| All | +354.6% | +51.4% | +303.2% | +111.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling