+220.6%
APLD vs CG
+7.0%
+213.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.7% | +10.4% | +10.3% |
| 7D | -12.7% | -1.2% | -11.5% | -11.9% |
| 30D | -34.7% | +5.0% | -39.7% | -37.9% |
| 3M | -46.1% | -18.2% | -27.9% | -37.0% |
| 6M | -64.9% | -20.7% | -44.1% | -57.9% |
| YTD | -36.6% | -31.4% | -5.2% | -13.3% |
| 1Y | -50.0% | -22.3% | -27.7% | -38.7% |
| 3Y | +190.1% | +50.2% | +139.9% | +69.3% |
| All | +220.6% | +7.0% | +213.6% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling