+249.5%
APLD vs CMI
+162.9%
+86.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -3.2% |
| 7D | +19.6% | +1.5% | +18.1% | +17.7% |
| 30D | -24.5% | -14.0% | -10.5% | -7.6% |
| 3M | -45.6% | -28.3% | -17.2% | -16.5% |
| 6M | -61.4% | -34.9% | -26.5% | -33.9% |
| YTD | -30.9% | -9.9% | -21.0% | -17.1% |
| 1Y | -35.8% | -3.6% | -32.2% | -28.7% |
| 3Y | +261.4% | +120.9% | +140.5% | +57.6% |
| All | +249.5% | +162.9% | +86.5% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling