+16.2%
CMG vs APLD
+502.3%
-486.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.4% | -0.3% |
| 7D | -1.5% | +16.6% | -18.0% | -2.1% |
| 30D | +12.7% | -3.1% | +15.8% | +12.8% |
| 3M | +26.3% | -30.9% | +57.1% | +27.6% |
| 6M | +4.5% | +12.6% | -8.1% | +2.8% |
| YTD | -0.1% | +15.5% | -15.6% | -2.3% |
| 1Y | -6.8% | +103.5% | -110.3% | -11.6% |
| 3Y | -5.0% | +446.5% | -451.5% | -19.6% |
| All | +16.2% | +502.3% | -486.1% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling