+407.1%
APLD vs CRH
+70.5%
+336.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.6% |
| 7D | +0.2% | -6.1% | +6.2% | +5.4% |
| 30D | -15.2% | -9.3% | -5.9% | -8.2% |
| 3M | -36.3% | -15.2% | -21.1% | -27.8% |
| 6M | -7.4% | -14.2% | +6.8% | +4.7% |
| YTD | +7.7% | -28.3% | +36.0% | +43.6% |
| 1Y | +53.8% | -21.8% | +75.6% | +90.2% |
| 3Y | +407.1% | +71.6% | +335.5% | +287.4% |
| All | +407.1% | +70.5% | +336.6% | +287.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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