+164.4%
APLD vs CMS
+38.3%
+126.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.4% | -14.3% | -14.8% |
| 7D | -27.0% | +1.7% | -28.7% | -26.7% |
| 30D | -44.1% | +8.6% | -52.7% | -43.4% |
| 3M | -52.6% | -0.5% | -52.1% | -52.4% |
| 6M | -64.5% | -4.2% | -60.3% | -64.5% |
| YTD | -42.2% | +3.4% | -45.7% | -42.4% |
| 1Y | -57.2% | +0.4% | -57.6% | -57.2% |
| All | +164.4% | +38.3% | +126.0% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling