+229.3%
APLD vs CP
+30.0%
+199.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.3% |
| 7D | +2.7% | +2.1% | +0.6% | +0.5% |
| 30D | -21.4% | +9.3% | -30.8% | -29.4% |
| 3M | -47.8% | +0.5% | -48.3% | -48.8% |
| 6M | -64.9% | +10.4% | -75.3% | -69.7% |
| YTD | -34.9% | +28.7% | -63.6% | -53.0% |
| 1Y | -30.7% | +33.2% | -63.9% | -52.1% |
| 3Y | +305.3% | +38.4% | +266.9% | +155.7% |
| All | +229.3% | +30.0% | +199.3% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling