+446.5%
APLD vs ZCMD
-100.0%
+546.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.8% | +7.4% |
| 7D | +16.6% | -1.4% | +17.9% | +16.6% |
| 30D | -3.1% | -21.6% | +18.5% | -2.8% |
| 3M | -30.9% | -67.4% | +36.5% | -31.1% |
| 6M | +12.6% | -99.4% | +112.0% | +17.0% |
| YTD | +15.5% | -99.7% | +115.2% | +21.3% |
| 1Y | +103.5% | -99.9% | +203.4% | +114.7% |
| 3Y | +446.5% | -100.0% | +546.5% | +572.2% |
| All | +446.5% | -100.0% | +546.5% | +572.2% |
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