+192.2%
APLD vs CMS
+11.8%
+180.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.4% | -14.3% | -14.7% |
| 7D | -27.0% | +1.7% | -28.7% | -27.1% |
| 30D | -44.1% | +8.6% | -52.7% | -44.7% |
| 3M | -52.6% | -0.5% | -52.1% | -52.5% |
| 6M | -64.5% | -4.2% | -60.3% | -64.4% |
| YTD | -42.2% | +3.4% | -45.7% | -43.2% |
| 1Y | -57.2% | +0.4% | -57.6% | -57.7% |
| 3Y | +159.5% | +38.2% | +121.3% | +123.0% |
| All | +192.2% | +11.8% | +180.4% | +228.7% |
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