+443.7%
APLD vs COR
+112.4%
+331.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.6% | +1.7% |
| 7D | +4.1% | +2.8% | +1.3% | +4.2% |
| 30D | -11.7% | +4.5% | -16.2% | -11.5% |
| 3M | -40.3% | +22.7% | -62.9% | -40.5% |
| 6M | -8.0% | -9.7% | +1.8% | -4.3% |
| YTD | +7.5% | -1.4% | +9.0% | +10.9% |
| 1Y | +84.0% | +13.9% | +70.1% | +83.0% |
| 3Y | +356.2% | +94.0% | +262.3% | +157.4% |
| All | +443.7% | +112.4% | +331.3% | +165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling