+373.4%
APLD vs CSGP
-61.9%
+435.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.2% |
| 7D | +4.1% | -4.1% | +8.1% | +4.8% |
| 30D | -11.7% | +2.3% | -14.0% | -12.4% |
| 3M | -40.3% | -8.2% | -32.1% | -39.4% |
| 6M | -8.0% | -35.1% | +27.1% | +3.7% |
| YTD | +7.5% | -54.0% | +61.6% | +36.8% |
| 1Y | +84.0% | -65.3% | +149.3% | +168.7% |
| All | +373.4% | -61.9% | +435.3% | +504.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling