+354.6%
APLD vs CME
+64.8%
+289.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +8.4% |
| 7D | +7.8% | +2.5% | +5.4% | +9.1% |
| 30D | -23.0% | +13.9% | -36.9% | -17.8% |
| 3M | -39.7% | +22.4% | -62.1% | -33.8% |
| 6M | -59.8% | +12.9% | -72.7% | -56.5% |
| YTD | -27.0% | +19.6% | -46.6% | -19.4% |
| 1Y | -37.3% | +17.7% | -55.0% | -31.1% |
| All | +354.6% | +64.8% | +289.7% | +412.9% |
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