+443.7%
APLD vs CRS
+1,153.2%
-709.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.7% |
| 7D | +4.1% | -0.2% | +4.3% | +4.2% |
| 30D | -11.7% | -16.6% | +4.9% | -1.5% |
| 3M | -40.3% | -3.5% | -36.8% | -39.0% |
| 6M | -8.0% | +15.4% | -23.4% | -14.9% |
| YTD | +7.5% | +51.2% | -43.7% | -15.2% |
| 1Y | +84.0% | +98.3% | -14.3% | +21.2% |
| 3Y | +356.2% | +651.5% | -295.3% | +36.4% |
| All | +443.7% | +1,153.2% | -709.5% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling