+431.5%
APLD vs CRS
+1,081.8%
-650.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.8% | -3.7% |
| 7D | -0.5% | -4.1% | +3.6% | +1.9% |
| 30D | -13.2% | -16.6% | +3.4% | -3.2% |
| 3M | -33.8% | -14.3% | -19.5% | -27.5% |
| 6M | -5.9% | +11.6% | -17.5% | -11.3% |
| YTD | +5.1% | +42.6% | -37.4% | -14.2% |
| 1Y | +51.8% | +81.8% | -30.0% | +5.6% |
| 3Y | +397.7% | +632.1% | -234.4% | +51.2% |
| All | +431.5% | +1,081.8% | -650.2% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling