-8.0%
APLD vs CSX
+15.8%
-23.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.1% |
| 7D | +4.1% | -3.4% | +7.4% | +7.0% |
| 30D | -11.7% | -3.1% | -8.6% | -9.5% |
| 3M | -40.3% | +7.2% | -47.4% | -47.1% |
| 6M | -8.0% | +16.2% | -24.1% | -29.2% |
| All | -8.0% | +15.8% | -23.7% | -29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling