+220.6%
APLD vs CSGP
-51.2%
+271.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -4.7% | +14.4% | +11.2% |
| 7D | -12.7% | +1.3% | -14.0% | -13.5% |
| 30D | -34.7% | +10.7% | -45.4% | -39.1% |
| 3M | -46.1% | +3.3% | -49.4% | -49.1% |
| 6M | -64.9% | -10.3% | -54.5% | -65.3% |
| YTD | -36.6% | -54.6% | +18.0% | -10.1% |
| 1Y | -50.0% | -54.6% | +4.7% | -28.9% |
| 3Y | +190.1% | -60.3% | +250.5% | +309.7% |
| All | +220.6% | -51.2% | +271.8% | +176.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling