-59.8%
APLD vs CRS
-28.2%
-31.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.5% | +4.9% | +5.7% |
| 7D | +7.8% | +4.4% | +3.5% | +5.1% |
| 30D | -23.0% | -19.1% | -3.8% | -11.9% |
| 3M | -39.7% | -43.2% | +3.6% | -7.8% |
| 6M | -59.8% | -28.9% | -31.0% | -60.2% |
| All | -59.8% | -28.2% | -31.7% | -60.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling