+243.9%
APLD vs CG
+12.4%
+231.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +1.0% |
| 7D | -6.3% | +2.0% | -8.3% | -7.8% |
| 30D | -29.6% | +8.5% | -38.1% | -34.8% |
| 3M | -42.6% | -12.1% | -30.5% | -36.9% |
| 6M | -59.6% | -16.4% | -43.1% | -53.7% |
| YTD | -32.0% | -28.0% | -4.0% | -10.8% |
| 1Y | -46.9% | -18.9% | -28.1% | -37.3% |
| 3Y | +255.7% | +51.2% | +204.4% | +108.6% |
| All | +243.9% | +12.4% | +231.5% | +170.4% |
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