+192.2%
APLD vs CNP
+38.6%
+153.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.6% | -12.1% | -13.3% |
| 7D | -27.0% | -5.3% | -21.7% | -24.8% |
| 30D | -44.1% | +3.7% | -47.7% | -45.2% |
| 3M | -52.6% | -1.1% | -51.5% | -52.3% |
| 6M | -64.5% | -7.1% | -57.3% | -63.5% |
| YTD | -42.2% | +6.0% | -48.2% | -45.5% |
| 1Y | -57.2% | +5.2% | -62.4% | -59.6% |
| 3Y | +159.5% | +57.5% | +102.0% | +79.9% |
| All | +192.2% | +38.6% | +153.5% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling