+249.5%
APLD vs CG
+6.1%
+243.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.3% | -1.1% | -1.6% |
| 7D | +19.6% | -1.5% | +21.1% | +21.1% |
| 30D | -24.5% | +5.7% | -30.2% | -28.6% |
| 3M | -45.6% | -17.9% | -27.7% | -36.6% |
| 6M | -61.4% | -20.2% | -41.2% | -53.9% |
| YTD | -30.9% | -32.0% | +1.1% | -4.7% |
| 1Y | -35.8% | -27.0% | -8.8% | -16.5% |
| 3Y | +261.4% | +42.8% | +218.6% | +122.8% |
| All | +249.5% | +6.1% | +243.4% | +188.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling