+192.2%
APLD vs CSGP
-48.8%
+240.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -1.6% | -13.1% | -14.2% |
| 7D | -27.0% | +13.9% | -40.9% | -30.4% |
| 30D | -44.1% | +16.0% | -60.1% | -48.5% |
| 3M | -52.6% | +6.1% | -58.7% | -55.4% |
| 6M | -64.5% | -8.2% | -56.3% | -65.0% |
| YTD | -42.2% | -52.3% | +10.1% | -19.1% |
| 1Y | -57.2% | -54.5% | -2.7% | -37.9% |
| 3Y | +159.5% | -58.6% | +218.1% | +263.5% |
| All | +192.2% | -48.8% | +240.9% | +148.6% |
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