+244.7%
APLD vs CSX
+56.0%
+188.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.8% | +4.8% | +5.0% |
| 7D | +3.1% | -2.2% | +5.3% | +4.9% |
| 30D | -29.4% | +6.8% | -36.2% | -34.6% |
| 3M | -42.8% | +0.7% | -43.5% | -44.0% |
| 6M | -59.5% | +13.3% | -72.7% | -65.7% |
| YTD | -31.8% | +40.5% | -72.3% | -53.5% |
| 1Y | -46.0% | +44.7% | -90.7% | -64.2% |
| 3Y | +252.0% | +74.5% | +177.5% | +70.6% |
| All | +244.7% | +56.0% | +188.7% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling