+459.6%
APLD vs CGNX
-9.8%
+469.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -3.7% |
| 7D | +9.0% | +3.2% | +5.7% | +6.4% |
| 30D | -6.6% | -3.7% | -2.9% | -4.3% |
| 3M | -35.2% | +1.0% | -36.3% | -35.9% |
| 6M | +0.4% | +22.1% | -21.7% | -12.2% |
| YTD | +10.7% | +72.7% | -62.0% | -30.5% |
| 1Y | +78.6% | +40.4% | +38.2% | +28.3% |
| 3Y | +423.9% | +45.2% | +378.7% | +248.0% |
| All | +459.6% | -9.8% | +469.4% | +285.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling