-10.7%
CMG vs APLD
+85.3%
-96.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.7% |
| 7D | -2.8% | +4.1% | -6.9% | -2.9% |
| 30D | +7.1% | -11.7% | +18.8% | +7.5% |
| 3M | +31.2% | -40.3% | +71.4% | +32.0% |
| 6M | +0.7% | -8.0% | +8.6% | -1.1% |
| YTD | -0.1% | +7.5% | -7.7% | -1.8% |
| 1Y | -10.7% | +84.0% | -94.8% | -13.2% |
| All | -10.7% | +85.3% | -96.1% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 1y: compounded portfolio wealth divided by compounded APLD 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…
1y analysis · Full analysis span regression · 6 months rolling