+78.6%
APLD vs COF
-2.6%
+81.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.6% |
| 7D | +9.0% | -2.7% | +11.6% | +9.9% |
| 30D | -6.6% | -3.4% | -3.2% | -5.6% |
| 3M | -35.2% | +15.4% | -50.7% | -38.7% |
| 6M | +0.4% | +14.4% | -14.0% | -4.8% |
| YTD | +10.7% | -12.0% | +22.7% | +3.5% |
| 1Y | +78.6% | -3.7% | +82.3% | +75.7% |
| All | +78.6% | -2.6% | +81.1% | +75.7% |
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