+244.7%
APLD vs COR
+121.9%
+122.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.7% | +3.9% | +7.7% |
| 7D | +3.1% | +2.3% | +0.7% | +3.3% |
| 30D | -29.4% | +6.8% | -36.2% | -29.0% |
| 3M | -42.8% | +8.1% | -50.9% | -42.4% |
| 6M | -59.5% | +33.0% | -92.5% | -59.6% |
| YTD | -31.8% | +3.0% | -34.8% | -29.3% |
| 1Y | -46.0% | -3.4% | -42.6% | -43.6% |
| 3Y | +252.0% | +80.1% | +171.9% | +134.6% |
| All | +244.7% | +121.9% | +122.8% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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