-30.7%
APLD vs CSX
+49.3%
-80.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.4% |
| 7D | +2.7% | +6.0% | -3.3% | -0.2% |
| 30D | -21.4% | +7.8% | -29.2% | -24.8% |
| 3M | -47.8% | +4.1% | -51.9% | -48.8% |
| 6M | -64.9% | +17.9% | -82.8% | -71.1% |
| YTD | -34.9% | +44.9% | -79.8% | -54.4% |
| 1Y | -30.7% | +51.1% | -81.9% | -51.7% |
| All | -30.7% | +49.3% | -80.0% | -51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling