+12.3%
CMG vs APLD
-41.4%
+53.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.4% | +1.3% | -3.9% |
| 7D | -0.6% | +19.6% | -20.3% | -0.9% |
| 30D | +15.9% | -24.5% | +40.3% | +16.6% |
| 3M | +7.8% | -45.6% | +53.3% | +9.5% |
| 6M | +7.7% | -61.4% | +69.1% | +9.4% |
| YTD | -4.9% | -30.9% | +25.9% | -5.5% |
| 1Y | +12.3% | -35.8% | +48.1% | +11.2% |
| All | +12.3% | -41.4% | +53.7% | +11.2% |
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