+431.5%
APLD vs COF
+72.0%
+359.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.8% | -3.2% | -3.5% |
| 7D | -0.5% | -6.1% | +5.6% | +4.7% |
| 30D | -13.2% | -5.2% | -8.0% | -9.6% |
| 3M | -33.8% | +17.0% | -50.8% | -42.6% |
| 6M | -5.9% | +12.9% | -18.8% | -15.6% |
| YTD | +5.1% | -13.5% | +18.7% | +15.5% |
| 1Y | +51.8% | -5.9% | +57.7% | +51.6% |
| 3Y | +397.7% | +117.1% | +280.6% | +106.7% |
| All | +431.5% | +72.0% | +359.5% | +210.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling