-64.5%
APLD vs CMS
-5.3%
-59.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.4% | -14.3% | -15.2% |
| 7D | -27.0% | +1.7% | -28.7% | -25.3% |
| 30D | -44.1% | +8.6% | -52.7% | -38.9% |
| 3M | -52.6% | -0.5% | -52.1% | -52.9% |
| 6M | -64.5% | -4.2% | -60.3% | -64.6% |
| All | -64.5% | -5.3% | -59.2% | -64.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling