+192.2%
APLD vs COO
-36.8%
+228.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -1.4% | -13.3% | -14.1% |
| 7D | -27.0% | +5.3% | -32.2% | -28.8% |
| 30D | -44.1% | +12.5% | -56.6% | -47.4% |
| 3M | -52.6% | -15.1% | -37.4% | -49.5% |
| 6M | -64.5% | +3.7% | -68.2% | -66.6% |
| YTD | -42.2% | -22.5% | -19.7% | -35.9% |
| 1Y | -57.2% | -7.8% | -49.4% | -57.3% |
| 3Y | +159.5% | -24.1% | +183.6% | +150.7% |
| All | +192.2% | -36.8% | +228.9% | +272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling