+229.3%
APLD vs COO
-37.6%
+266.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -6.1% |
| 7D | +2.7% | +0.5% | +2.2% | +2.5% |
| 30D | -21.4% | +14.2% | -35.6% | -26.6% |
| 3M | -47.8% | -18.2% | -29.6% | -43.5% |
| 6M | -64.9% | +5.3% | -70.2% | -67.3% |
| YTD | -34.9% | -23.6% | -11.3% | -27.4% |
| 1Y | -30.7% | -12.7% | -18.1% | -28.8% |
| 3Y | +305.3% | -24.2% | +329.5% | +288.1% |
| All | +229.3% | -37.6% | +266.9% | +321.8% |
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