+252.0%
APLD vs ZCMD
-100.0%
+352.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +5.0% | +7.5% |
| 7D | +3.1% | +9.1% | -6.0% | +2.9% |
| 30D | -29.4% | -37.1% | +7.7% | -28.7% |
| 3M | -42.8% | -53.7% | +10.9% | -42.0% |
| 6M | -59.5% | -99.7% | +40.2% | -57.5% |
| YTD | -31.8% | -99.9% | +68.0% | -27.7% |
| 1Y | -46.0% | -99.9% | +53.9% | -42.7% |
| 3Y | +252.0% | -100.0% | +352.0% | +309.8% |
| All | +252.0% | -100.0% | +352.0% | +309.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling