+243.9%
APLD vs CSGP
-51.5%
+295.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.7% |
| 7D | -6.3% | -3.2% | -3.2% | -5.6% |
| 30D | -29.6% | +2.2% | -31.8% | -32.1% |
| 3M | -42.6% | -3.7% | -38.9% | -44.1% |
| 6M | -59.6% | -7.4% | -52.1% | -60.8% |
| YTD | -32.0% | -54.9% | +22.9% | -3.3% |
| 1Y | -46.9% | -54.9% | +7.9% | -24.5% |
| 3Y | +255.7% | -61.9% | +317.6% | +421.0% |
| All | +243.9% | -51.5% | +295.4% | +197.2% |
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