-37.3%
APLD vs CPRT
-22.3%
-15.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.2% |
| 7D | +7.8% | -1.4% | +9.2% | +7.2% |
| 30D | -23.0% | +21.5% | -44.5% | -17.6% |
| 3M | -39.7% | +9.4% | -49.1% | -36.4% |
| 6M | -59.8% | -3.3% | -56.5% | -57.0% |
| YTD | -27.0% | -17.8% | -9.1% | -31.2% |
| 1Y | -37.3% | -22.2% | -15.1% | -48.1% |
| All | -37.3% | -22.3% | -15.0% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling