+252.0%
APLD vs CP
+30.2%
+221.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.5% | +5.9% |
| 7D | +3.1% | +2.8% | +0.3% | +0.5% |
| 30D | -29.4% | +11.3% | -40.7% | -36.3% |
| 3M | -42.8% | +2.9% | -45.6% | -44.7% |
| 6M | -59.5% | +9.8% | -69.2% | -63.9% |
| YTD | -31.8% | +28.5% | -60.3% | -47.8% |
| 1Y | -46.0% | +33.5% | -79.5% | -60.3% |
| 3Y | +252.0% | +31.9% | +220.1% | +136.1% |
| All | +252.0% | +30.2% | +221.8% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling