+443.7%
APLD vs COF
+82.4%
+361.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.1% |
| 7D | +4.1% | +1.8% | +2.2% | +2.6% |
| 30D | -11.7% | -0.6% | -11.2% | -11.5% |
| 3M | -40.3% | +20.3% | -60.6% | -49.2% |
| 6M | -8.0% | +13.0% | -21.0% | -17.2% |
| YTD | +7.5% | -8.3% | +15.9% | +12.6% |
| 1Y | +84.0% | -1.5% | +85.5% | +77.5% |
| 3Y | +356.2% | +122.3% | +234.0% | +88.0% |
| All | +443.7% | +82.4% | +361.3% | +202.2% |
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