+443.7%
APLD vs CP
+26.2%
+417.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.4% |
| 7D | +4.1% | -2.7% | +6.7% | +7.2% |
| 30D | -11.7% | +0.2% | -11.9% | -12.1% |
| 3M | -40.3% | +2.6% | -42.8% | -43.4% |
| 6M | -8.0% | +6.0% | -13.9% | -15.2% |
| YTD | +7.5% | +24.9% | -17.4% | -19.0% |
| 1Y | +84.0% | +20.1% | +63.9% | +43.5% |
| 3Y | +356.2% | +16.4% | +339.8% | +267.4% |
| All | +443.7% | +26.2% | +417.5% | +248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling