+84.0%
APLD vs CSGP
-64.9%
+149.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +1.2% |
| 7D | +4.1% | -4.1% | +8.1% | +3.0% |
| 30D | -11.7% | +2.3% | -14.0% | -10.9% |
| 3M | -40.3% | -8.2% | -32.1% | -40.1% |
| 6M | -8.0% | -35.1% | +27.1% | -10.4% |
| YTD | +7.5% | -54.0% | +61.6% | +3.6% |
| 1Y | +84.0% | -65.3% | +149.3% | +58.8% |
| All | +84.0% | -64.9% | +149.0% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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