-35.8%
APLD vs CRS
-7.1%
-28.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.6% | -4.0% |
| 7D | +19.6% | +7.4% | +12.2% | +13.4% |
| 30D | -24.5% | -21.2% | -3.2% | -10.6% |
| 3M | -45.6% | -43.3% | -2.3% | -15.3% |
| 6M | -61.4% | -29.4% | -32.0% | -50.9% |
| YTD | -30.9% | -4.7% | -26.2% | -30.4% |
| 1Y | -35.8% | -9.6% | -26.2% | -33.2% |
| All | -35.8% | -7.1% | -28.7% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling