+249.5%
APLD vs CME
+60.7%
+188.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.2% | -5.4% |
| 7D | +19.6% | +2.7% | +16.9% | +19.7% |
| 30D | -24.5% | +13.5% | -37.9% | -24.5% |
| 3M | -45.6% | +20.9% | -66.5% | -45.9% |
| 6M | -61.4% | +11.5% | -72.9% | -61.1% |
| YTD | -30.9% | +19.5% | -50.3% | -31.9% |
| 1Y | -35.8% | +17.2% | -53.0% | -36.5% |
| 3Y | +261.4% | +65.1% | +196.3% | +193.6% |
| All | +249.5% | +60.7% | +188.8% | +178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling