+373.4%
APLD vs COR
+93.9%
+279.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.6% | +0.7% |
| 7D | +4.1% | +2.8% | +1.3% | +5.8% |
| 30D | -11.7% | +4.5% | -16.2% | -9.0% |
| 3M | -40.3% | +22.7% | -62.9% | -32.3% |
| 6M | -8.0% | -9.7% | +1.8% | -9.2% |
| YTD | +7.5% | -1.4% | +9.0% | +13.4% |
| 1Y | +84.0% | +13.9% | +70.1% | +118.7% |
| All | +373.4% | +93.9% | +279.5% | +690.9% |
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