+243.9%
APLD vs CNP
+43.0%
+200.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -6.3% | -3.0% | -3.3% | -4.6% |
| 30D | -29.6% | +6.8% | -36.4% | -32.0% |
| 3M | -42.6% | +3.6% | -46.2% | -43.6% |
| 6M | -59.6% | 0.0% | -59.5% | -60.0% |
| YTD | -32.0% | +9.4% | -41.4% | -36.8% |
| 1Y | -46.9% | +6.8% | -53.8% | -50.2% |
| 3Y | +255.7% | +64.2% | +191.5% | +140.8% |
| All | +243.9% | +43.0% | +200.9% | +217.8% |
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