+252.0%
APLD vs CRS
+365.2%
-113.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +9.7% | -2.2% | +1.3% |
| 7D | +3.1% | +4.9% | -1.9% | +0.5% |
| 30D | -29.4% | -20.8% | -8.6% | -19.2% |
| 3M | -42.8% | -46.4% | +3.7% | -15.9% |
| 6M | -59.5% | -28.6% | -30.9% | -50.2% |
| YTD | -31.8% | -2.8% | -29.0% | -30.0% |
| 1Y | -46.0% | -6.7% | -39.3% | -43.3% |
| 3Y | +252.0% | +368.0% | -116.0% | +41.4% |
| All | +252.0% | +365.2% | -113.2% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling