+244.7%
APLD vs CMS
+10.9%
+233.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.0% | +7.5% |
| 7D | +3.1% | -0.9% | +4.0% | +3.1% |
| 30D | -29.4% | +7.1% | -36.5% | -30.1% |
| 3M | -42.8% | -1.3% | -41.5% | -42.7% |
| 6M | -59.5% | -2.7% | -56.8% | -59.6% |
| YTD | -31.8% | +2.6% | -34.4% | -32.9% |
| 1Y | -46.0% | -2.0% | -44.0% | -46.4% |
| 3Y | +252.0% | +39.6% | +212.4% | +200.5% |
| All | +244.7% | +10.9% | +233.8% | +288.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling