-30.7%
APLD vs CME
+17.3%
-48.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -5.2% |
| 7D | +2.7% | +3.9% | -1.2% | +5.6% |
| 30D | -21.4% | +11.3% | -32.8% | -14.9% |
| 3M | -47.8% | +19.6% | -67.4% | -41.1% |
| 6M | -64.9% | +8.1% | -73.0% | -60.9% |
| YTD | -34.9% | +20.4% | -55.3% | -25.2% |
| 1Y | -30.7% | +16.5% | -47.2% | -20.8% |
| All | -30.7% | +17.3% | -48.1% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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