-37.3%
APLD vs CMS
-2.8%
-34.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.2% |
| 7D | +7.8% | -1.1% | +8.9% | +6.7% |
| 30D | -23.0% | +6.6% | -29.5% | -18.3% |
| 3M | -39.7% | +0.8% | -40.5% | -38.9% |
| 6M | -59.8% | -3.3% | -56.5% | -60.5% |
| YTD | -27.0% | +2.7% | -29.7% | -18.6% |
| 1Y | -37.3% | -4.0% | -33.3% | -29.8% |
| All | -37.3% | -2.8% | -34.5% | -29.8% |
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