+459.6%
APLD vs CMI
+220.3%
+239.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -2.7% |
| 7D | +9.0% | +0.7% | +8.3% | +8.0% |
| 30D | -6.6% | -12.3% | +5.7% | +9.7% |
| 3M | -35.2% | -16.8% | -18.4% | -18.8% |
| 6M | +0.4% | +1.5% | -1.1% | -0.8% |
| YTD | +10.7% | +9.8% | +0.9% | +2.1% |
| 1Y | +78.6% | +42.6% | +36.0% | +20.1% |
| 3Y | +423.9% | +151.0% | +272.9% | +90.9% |
| All | +459.6% | +220.3% | +239.3% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling