+78.6%
APLD vs COPX
+87.6%
-9.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.1% | -5.1% |
| 7D | +9.0% | +6.0% | +3.0% | +2.9% |
| 30D | -6.6% | +6.4% | -13.0% | -12.4% |
| 3M | -35.2% | +19.3% | -54.5% | -46.0% |
| 6M | +0.4% | +16.2% | -15.8% | -14.9% |
| YTD | +10.7% | +33.2% | -22.5% | -12.4% |
| 1Y | +78.6% | +90.2% | -11.7% | +28.6% |
| All | +78.6% | +87.6% | -9.1% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling