+164.4%
APLD vs CSX
+74.3%
+90.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.3% | -12.3% | -13.3% |
| 7D | -27.0% | -2.7% | -24.3% | -25.7% |
| 30D | -44.1% | +7.0% | -51.1% | -46.7% |
| 3M | -52.6% | -0.3% | -52.3% | -52.6% |
| 6M | -64.5% | +13.5% | -78.0% | -68.2% |
| YTD | -42.2% | +41.5% | -83.7% | -55.4% |
| 1Y | -57.2% | +45.8% | -102.9% | -67.5% |
| All | +164.4% | +74.3% | +90.1% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling