+220.6%
APLD vs CMS
+9.4%
+211.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.1% | +11.9% | +9.9% |
| 7D | -12.7% | -1.3% | -11.4% | -12.7% |
| 30D | -34.7% | +6.3% | -41.0% | -35.4% |
| 3M | -46.1% | -2.1% | -44.1% | -46.0% |
| 6M | -64.9% | -5.1% | -59.8% | -64.8% |
| YTD | -36.6% | +1.3% | -37.8% | -37.6% |
| 1Y | -50.0% | -1.4% | -48.6% | -50.5% |
| 3Y | +190.1% | +36.9% | +153.2% | +148.4% |
| All | +220.6% | +9.4% | +211.2% | +261.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling