+249.0%
APLD vs CORZ
+136.6%
+112.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.5% | -2.6% |
| 7D | -6.3% | -7.8% | +1.5% | -0.2% |
| 30D | -29.6% | -14.8% | -14.8% | -20.3% |
| 3M | -42.6% | -32.5% | -10.1% | -22.5% |
| 6M | -59.6% | -42.7% | -16.8% | -37.8% |
| YTD | -32.0% | -9.8% | -22.2% | -20.1% |
| 1Y | -46.9% | -31.9% | -15.0% | -24.3% |
| All | +249.0% | +136.6% | +112.4% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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