+305.3%
APLD vs COR
+86.2%
+219.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.0% | -8.7% | -4.1% |
| 7D | +2.7% | +7.8% | -5.1% | +7.1% |
| 30D | -21.4% | +7.0% | -28.4% | -18.1% |
| 3M | -47.8% | +16.3% | -64.1% | -42.7% |
| 6M | -64.9% | +41.3% | -106.2% | -56.8% |
| YTD | -34.9% | +7.1% | -42.0% | -27.5% |
| 1Y | -30.7% | -0.8% | -29.9% | -26.7% |
| 3Y | +305.3% | +85.0% | +220.3% | +560.2% |
| All | +305.3% | +86.2% | +219.2% | +560.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling