-16.8%
CMG vs APLD
+185.8%
-202.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +9.7% | -12.5% | -3.0% |
| 7D | +8.0% | -12.7% | +20.7% | +8.2% |
| 30D | +11.9% | -34.7% | +46.6% | +13.0% |
| 3M | +2.1% | -46.1% | +48.3% | +3.6% |
| 6M | +5.2% | -64.9% | +70.0% | +7.5% |
| YTD | -6.9% | -36.6% | +29.6% | -7.2% |
| 1Y | +12.7% | -50.0% | +62.6% | +12.8% |
| 3Y | -16.8% | +190.1% | -206.9% | -24.3% |
| All | -16.8% | +185.8% | -202.6% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling