+190.1%
APLD vs CME
+66.3%
+123.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.4% | +10.2% | +9.5% |
| 7D | -12.7% | +0.9% | -13.6% | -12.2% |
| 30D | -34.7% | +13.2% | -47.9% | -30.7% |
| 3M | -46.1% | +16.3% | -62.4% | -42.1% |
| 6M | -64.9% | +7.1% | -72.0% | -62.7% |
| YTD | -36.6% | +15.8% | -52.4% | -31.1% |
| 1Y | -50.0% | +17.1% | -67.0% | -45.5% |
| 3Y | +190.1% | +63.2% | +127.0% | +231.4% |
| All | +190.1% | +66.3% | +123.8% | +231.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling