+243.9%
APLD vs COF
+62.7%
+181.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.9% |
| 7D | -6.3% | -6.2% | -0.2% | -1.2% |
| 30D | -29.6% | -1.7% | -27.8% | -28.7% |
| 3M | -42.6% | -10.2% | -32.4% | -37.5% |
| 6M | -59.6% | +4.2% | -63.7% | -61.4% |
| YTD | -32.0% | -18.2% | -13.7% | -21.9% |
| 1Y | -46.9% | -9.7% | -37.2% | -44.3% |
| 3Y | +255.7% | +95.0% | +160.6% | +63.5% |
| All | +243.9% | +62.7% | +181.3% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling