+229.3%
APLD vs COF
+62.0%
+167.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.5% | -6.4% |
| 7D | +2.7% | -3.4% | +6.1% | +5.6% |
| 30D | -21.4% | +0.4% | -21.8% | -21.9% |
| 3M | -47.8% | -12.5% | -35.3% | -42.0% |
| 6M | -64.9% | +8.3% | -73.2% | -67.5% |
| YTD | -34.9% | -18.6% | -16.3% | -24.9% |
| 1Y | -30.7% | -8.6% | -22.1% | -28.2% |
| 3Y | +305.3% | +94.7% | +210.7% | +86.5% |
| All | +229.3% | +62.0% | +167.3% | +101.5% |
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