+443.7%
APLD vs CSGP
-50.6%
+494.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.8% |
| 7D | +4.1% | -4.1% | +8.1% | +5.8% |
| 30D | -11.7% | +2.3% | -14.0% | -13.5% |
| 3M | -40.3% | -8.2% | -32.1% | -39.4% |
| 6M | -8.0% | -35.1% | +27.1% | +11.7% |
| YTD | +7.5% | -54.0% | +61.6% | +56.7% |
| 1Y | +84.0% | -65.3% | +149.3% | +225.1% |
| 3Y | +356.2% | -62.6% | +418.8% | +606.3% |
| All | +443.7% | -50.6% | +494.3% | +381.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling