+483.7%
APLD vs COF
+77.7%
+406.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.6% | +9.9% | +9.5% |
| 7D | +16.6% | +1.2% | +15.3% | +15.1% |
| 30D | -3.1% | -1.4% | -1.7% | -2.4% |
| 3M | -30.9% | +19.0% | -49.9% | -40.9% |
| 6M | +12.6% | +14.9% | -2.3% | -0.6% |
| YTD | +15.5% | -10.7% | +26.1% | +23.3% |
| 1Y | +103.5% | -1.3% | +104.8% | +95.0% |
| 3Y | +446.5% | +124.3% | +322.2% | +120.6% |
| All | +483.7% | +77.7% | +406.0% | +231.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling