+459.6%
APLD vs COPX
+135.6%
+324.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.1% | -5.2% |
| 7D | +9.0% | +6.0% | +3.0% | +2.4% |
| 30D | -6.6% | +6.4% | -13.0% | -13.0% |
| 3M | -35.2% | +19.3% | -54.5% | -46.9% |
| 6M | +0.4% | +16.2% | -15.8% | -15.6% |
| YTD | +10.7% | +33.2% | -22.5% | -19.4% |
| 1Y | +78.6% | +90.2% | -11.7% | -14.6% |
| 3Y | +423.9% | +175.7% | +248.3% | +61.9% |
| All | +459.6% | +135.6% | +324.0% | +156.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling