+220.6%
APLD vs CNP
+41.0%
+179.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.7% | +8.0% | +8.8% |
| 7D | -12.7% | -4.2% | -8.5% | -10.6% |
| 30D | -34.7% | +5.5% | -40.2% | -36.6% |
| 3M | -46.1% | +0.6% | -46.7% | -46.3% |
| 6M | -64.9% | -2.8% | -62.0% | -64.7% |
| YTD | -36.6% | +7.9% | -44.4% | -40.7% |
| 1Y | -50.0% | +6.7% | -56.6% | -53.1% |
| 3Y | +190.1% | +61.1% | +129.0% | +98.6% |
| All | +220.6% | +41.0% | +179.6% | +198.4% |
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