+220.6%
APLD vs CME
+55.8%
+164.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.4% | +10.2% | +9.7% |
| 7D | -12.7% | +0.9% | -13.6% | -12.7% |
| 30D | -34.7% | +13.2% | -47.9% | -34.9% |
| 3M | -46.1% | +16.3% | -62.4% | -46.4% |
| 6M | -64.9% | +7.1% | -72.0% | -64.5% |
| YTD | -36.6% | +15.8% | -52.4% | -37.6% |
| 1Y | -50.0% | +17.1% | -67.0% | -51.0% |
| 3Y | +190.1% | +63.2% | +127.0% | +132.0% |
| All | +220.6% | +55.8% | +164.8% | +155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling