+13.3%
CMG vs APLD
+477.4%
-464.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -2.3% |
| 7D | -6.5% | +9.0% | -15.4% | -6.8% |
| 30D | +12.1% | -6.6% | +18.7% | +12.3% |
| 3M | +20.6% | -35.2% | +55.8% | +22.2% |
| 6M | +2.1% | +0.4% | +1.7% | +0.9% |
| YTD | -2.6% | +10.7% | -13.3% | -4.6% |
| 1Y | -8.7% | +78.6% | -87.2% | -12.9% |
| 3Y | -7.4% | +423.9% | -431.3% | -21.5% |
| All | +13.3% | +477.4% | -464.1% | -10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling