-6.8%
CMG vs APLD
+104.4%
-111.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.4% | -0.2% |
| 7D | -1.5% | +16.6% | -18.0% | -1.9% |
| 30D | +12.7% | -3.1% | +15.8% | +12.8% |
| 3M | +26.3% | -30.9% | +57.1% | +26.6% |
| 6M | +4.5% | +12.6% | -8.1% | +2.1% |
| YTD | -0.1% | +15.5% | -15.6% | -1.9% |
| 1Y | -6.8% | +103.5% | -110.3% | -6.0% |
| All | -6.8% | +104.4% | -111.2% | -6.0% |
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