+164.4%
APLD vs CP
+28.7%
+135.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.7% | -14.0% | -14.1% |
| 7D | -27.0% | +6.1% | -33.1% | -31.0% |
| 30D | -44.1% | +9.8% | -53.8% | -48.9% |
| 3M | -52.6% | +2.7% | -55.3% | -54.1% |
| 6M | -64.5% | +12.8% | -77.2% | -69.2% |
| YTD | -42.2% | +28.2% | -70.4% | -55.7% |
| 1Y | -57.2% | +34.1% | -91.3% | -68.6% |
| All | +164.4% | +28.7% | +135.7% | +83.6% |
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