+220.6%
APLD vs CP
+27.3%
+193.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.7% | +11.4% | +11.5% |
| 7D | -12.7% | +2.8% | -15.5% | -15.8% |
| 30D | -34.7% | +10.2% | -44.9% | -42.0% |
| 3M | -46.1% | +2.4% | -48.5% | -48.3% |
| 6M | -64.9% | +7.7% | -72.5% | -68.9% |
| YTD | -36.6% | +26.0% | -62.6% | -53.2% |
| 1Y | -50.0% | +34.6% | -84.6% | -66.0% |
| 3Y | +190.1% | +26.7% | +163.4% | +106.0% |
| All | +220.6% | +27.3% | +193.4% | +100.9% |
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