+220.6%
APLD vs CSX
+51.8%
+168.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -3.4% | +13.1% | +12.8% |
| 7D | -12.7% | -5.5% | -7.2% | -8.4% |
| 30D | -34.7% | +4.9% | -39.6% | -38.6% |
| 3M | -46.1% | -2.9% | -43.3% | -45.5% |
| 6M | -64.9% | +8.3% | -73.2% | -68.9% |
| YTD | -36.6% | +36.7% | -73.3% | -55.7% |
| 1Y | -50.0% | +41.5% | -91.5% | -66.2% |
| 3Y | +190.1% | +68.6% | +121.5% | +45.5% |
| All | +220.6% | +51.8% | +168.8% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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