+443.7%
APLD vs CMS
+8.3%
+435.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +4.1% | +0.4% | +3.7% | +4.0% |
| 30D | -11.7% | -3.6% | -8.1% | -11.3% |
| 3M | -40.3% | -1.9% | -38.4% | -40.6% |
| 6M | -8.0% | -11.0% | +3.0% | -6.6% |
| YTD | +7.5% | +0.2% | +7.3% | +6.2% |
| 1Y | +84.0% | -1.3% | +85.3% | +81.9% |
| 3Y | +356.2% | +35.9% | +320.3% | +291.6% |
| All | +443.7% | +8.3% | +435.4% | +514.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling