+243.9%
APLD vs COR
+123.8%
+120.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -6.3% | +2.4% | -8.8% | -6.1% |
| 30D | -29.6% | +7.7% | -37.2% | -29.1% |
| 3M | -42.6% | +7.5% | -50.1% | -42.2% |
| 6M | -59.6% | +34.1% | -93.7% | -59.7% |
| YTD | -32.0% | +3.9% | -35.8% | -29.5% |
| 1Y | -46.9% | -3.6% | -43.3% | -44.4% |
| 3Y | +255.7% | +80.5% | +175.1% | +139.2% |
| All | +243.9% | +123.8% | +120.1% | +68.7% |
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