+243.9%
APLD vs COO
-36.7%
+280.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | 0.0% |
| 7D | -6.3% | +4.5% | -10.8% | -8.3% |
| 30D | -29.6% | +16.9% | -46.5% | -34.9% |
| 3M | -42.6% | -16.7% | -25.9% | -38.3% |
| 6M | -59.6% | +5.9% | -65.5% | -62.4% |
| YTD | -32.0% | -22.4% | -9.5% | -24.6% |
| 1Y | -46.9% | -10.1% | -36.8% | -46.3% |
| 3Y | +255.7% | -22.8% | +278.4% | +236.6% |
| All | +243.9% | -36.7% | +280.6% | +338.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling