-46.5%
APLD vs COF
-4.4%
-42.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.1% |
| 7D | -18.5% | +0.7% | -19.2% | -19.0% |
| 30D | -32.8% | +5.7% | -38.5% | -34.8% |
| 3M | -46.9% | -6.7% | -40.2% | -45.0% |
| 6M | -53.4% | +9.5% | -62.9% | -56.1% |
| YTD | -32.3% | -13.9% | -18.4% | -34.4% |
| 1Y | -46.5% | -5.1% | -41.5% | -53.4% |
| All | -46.5% | -4.4% | -42.1% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling