+249.5%
APLD vs CMS
+10.4%
+239.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 7D | +19.6% | -1.3% | +20.9% | +19.7% |
| 30D | -24.5% | +5.3% | -29.7% | -25.1% |
| 3M | -45.6% | -0.3% | -45.2% | -45.6% |
| 6M | -61.4% | -4.0% | -57.4% | -61.4% |
| YTD | -30.9% | +2.1% | -33.0% | -32.0% |
| 1Y | -35.8% | -4.7% | -31.1% | -35.7% |
| 3Y | +261.4% | +36.8% | +224.6% | +210.5% |
| All | +249.5% | +10.4% | +239.1% | +293.4% |
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