+192.2%
APLD vs CSX
+57.1%
+135.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.3% | -12.3% | -12.5% |
| 7D | -27.0% | -2.7% | -24.3% | -25.1% |
| 30D | -44.1% | +7.0% | -51.1% | -48.1% |
| 3M | -52.6% | -0.3% | -52.3% | -53.0% |
| 6M | -64.5% | +13.5% | -78.0% | -69.8% |
| YTD | -42.2% | +41.5% | -83.7% | -60.7% |
| 1Y | -57.2% | +45.8% | -102.9% | -71.7% |
| 3Y | +159.5% | +74.4% | +85.1% | +26.8% |
| All | +192.2% | +57.1% | +135.1% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling