+443.7%
APLD vs CME
+42.6%
+401.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.8% |
| 7D | +4.1% | -1.6% | +5.6% | +4.1% |
| 30D | -11.7% | +6.2% | -18.0% | -12.1% |
| 3M | -40.3% | +10.4% | -50.7% | -40.7% |
| 6M | -8.0% | -9.5% | +1.6% | -5.5% |
| YTD | +7.5% | +6.0% | +1.5% | +5.9% |
| 1Y | +84.0% | +9.3% | +74.7% | +79.0% |
| 3Y | +356.2% | +57.7% | +298.6% | +247.1% |
| All | +443.7% | +42.6% | +401.1% | +333.8% |
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