+244.7%
APLD vs CNP
+41.5%
+203.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.2% | +7.3% |
| 7D | +3.1% | -4.3% | +7.4% | +5.7% |
| 30D | -29.4% | +5.7% | -35.1% | -31.5% |
| 3M | -42.8% | +0.9% | -43.7% | -43.0% |
| 6M | -59.5% | -1.1% | -58.4% | -59.7% |
| YTD | -31.8% | +8.3% | -40.1% | -36.3% |
| 1Y | -46.0% | +5.9% | -51.9% | -49.2% |
| 3Y | +252.0% | +64.6% | +187.4% | +137.3% |
| All | +244.7% | +41.5% | +203.2% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling