+242.5%
APLD vs CSGP
-47.9%
+290.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.0% | -10.8% | -8.0% |
| 7D | -18.5% | +18.3% | -36.8% | -23.4% |
| 30D | -32.8% | +17.8% | -50.5% | -38.4% |
| 3M | -46.9% | +9.3% | -56.1% | -50.6% |
| 6M | -53.4% | -7.9% | -45.5% | -54.0% |
| YTD | -32.3% | -51.5% | +19.3% | -5.8% |
| 1Y | -46.5% | -53.3% | +6.8% | -23.4% |
| 3Y | +204.2% | -57.9% | +262.1% | +323.5% |
| All | +242.5% | -47.9% | +290.4% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling