+444.7%
APLD vs COPX
+118.9%
+325.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +0.2% | -2.3% | +2.5% | +2.7% |
| 30D | -15.2% | +0.3% | -15.4% | -15.8% |
| 3M | -36.3% | +6.8% | -43.1% | -41.2% |
| 6M | -7.4% | +7.9% | -15.3% | -15.7% |
| YTD | +7.7% | +23.7% | -16.0% | -15.2% |
| 1Y | +53.8% | +71.5% | -17.8% | -17.8% |
| 3Y | +407.1% | +149.1% | +258.0% | +75.1% |
| All | +444.7% | +118.9% | +325.8% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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