+446.5%
APLD vs CRS
+653.3%
-206.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.5% | +10.9% | +9.6% |
| 7D | +16.6% | -3.1% | +19.6% | +18.6% |
| 30D | -3.1% | -19.6% | +16.5% | +11.0% |
| 3M | -30.9% | -8.1% | -22.8% | -27.4% |
| 6M | +12.6% | +18.6% | -6.0% | +1.9% |
| YTD | +15.5% | +45.9% | -30.4% | -7.7% |
| 1Y | +103.5% | +82.5% | +21.1% | +39.7% |
| 3Y | +446.5% | +648.9% | -202.4% | +62.9% |
| All | +446.5% | +653.3% | -206.7% | +62.9% |
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