+444.7%
APLD vs CGNX
-6.4%
+451.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | -0.6% |
| 7D | +0.2% | +3.2% | -3.0% | -2.1% |
| 30D | -15.2% | +6.0% | -21.2% | -19.0% |
| 3M | -36.3% | +3.5% | -39.8% | -38.2% |
| 6M | -7.4% | +26.3% | -33.7% | -21.0% |
| YTD | +7.7% | +79.2% | -71.5% | -34.2% |
| 1Y | +53.8% | +43.8% | +10.0% | +8.7% |
| 3Y | +407.1% | +52.0% | +355.2% | +225.1% |
| All | +444.7% | -6.4% | +451.1% | +264.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling