+373.4%
APLD vs CME
+57.6%
+315.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.7% |
| 7D | +4.1% | -1.6% | +5.6% | +3.4% |
| 30D | -11.7% | +6.2% | -18.0% | -9.4% |
| 3M | -40.3% | +10.4% | -50.7% | -37.3% |
| 6M | -8.0% | -9.5% | +1.6% | -8.7% |
| YTD | +7.5% | +6.0% | +1.5% | +11.8% |
| 1Y | +84.0% | +9.3% | +74.7% | +93.6% |
| All | +373.4% | +57.6% | +315.8% | +488.7% |
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