+431.5%
APLD vs ZCMD
-100.0%
+531.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.3% | -5.0% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | -13.2% | -19.8% | +6.6% | -12.8% |
| 3M | -33.8% | -62.1% | +28.3% | -34.6% |
| 6M | -5.9% | -99.5% | +93.6% | +1.7% |
| YTD | +5.1% | -99.7% | +104.9% | +16.0% |
| 1Y | +51.8% | -99.9% | +151.7% | +70.5% |
| 3Y | +397.7% | -100.0% | +497.7% | +612.5% |
| All | +431.5% | -100.0% | +531.5% | +709.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling