+243.9%
APLD vs CSX
+57.9%
+186.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.3% |
| 7D | -6.3% | +0.7% | -7.1% | -7.1% |
| 30D | -29.6% | +8.1% | -37.6% | -35.5% |
| 3M | -42.6% | +2.2% | -44.8% | -44.6% |
| 6M | -59.6% | +14.6% | -74.2% | -66.1% |
| YTD | -32.0% | +42.2% | -74.2% | -54.1% |
| 1Y | -46.9% | +47.3% | -94.3% | -65.4% |
| 3Y | +255.7% | +73.5% | +182.1% | +75.0% |
| All | +243.9% | +57.9% | +186.0% | +60.0% |
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