+220.6%
APLD vs CPB
-39.8%
+260.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.3% | +11.0% | +9.3% |
| 7D | -12.7% | +8.0% | -20.7% | -10.0% |
| 30D | -34.7% | +22.4% | -57.1% | -29.5% |
| 3M | -46.1% | +2.5% | -48.6% | -44.7% |
| 6M | -64.9% | +12.2% | -77.1% | -62.8% |
| YTD | -36.6% | -12.8% | -23.8% | -35.5% |
| 1Y | -50.0% | -19.2% | -30.8% | -49.7% |
| 3Y | +190.1% | -35.6% | +225.7% | +173.1% |
| All | +220.6% | -39.8% | +260.4% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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