-46.5%
APLD vs CGNX
+31.4%
-78.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -8.7% | +2.0% | -0.3% |
| 7D | -18.5% | -9.2% | -9.3% | -12.4% |
| 30D | -32.8% | -17.6% | -15.2% | -22.2% |
| 3M | -46.9% | -25.7% | -21.2% | -34.2% |
| 6M | -53.4% | -5.5% | -47.9% | -50.4% |
| YTD | -32.3% | +48.1% | -80.4% | -55.0% |
| 1Y | -46.5% | +33.5% | -80.0% | -58.8% |
| All | -46.5% | +31.4% | -78.0% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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