+84.0%
APLD vs CMS
-1.9%
+85.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.7% |
| 7D | +4.1% | +0.4% | +3.7% | +4.2% |
| 30D | -11.7% | -3.6% | -8.1% | -13.7% |
| 3M | -40.3% | -1.9% | -38.4% | -42.0% |
| 6M | -8.0% | -11.0% | +3.0% | -12.6% |
| YTD | +7.5% | +0.2% | +7.3% | +8.9% |
| 1Y | +84.0% | -1.3% | +85.3% | +90.9% |
| All | +84.0% | -1.9% | +85.9% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling