+11.9%
COST vs APLD
-46.0%
+57.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.7% | +9.4% | +2.4% |
| 7D | +6.6% | -18.5% | +25.2% | +6.0% |
| 30D | +13.5% | -32.8% | +46.2% | +12.4% |
| 3M | +10.6% | -46.9% | +57.4% | +9.1% |
| 6M | +3.6% | -53.4% | +57.0% | +2.3% |
| YTD | +22.1% | -32.3% | +54.3% | +20.3% |
| 1Y | +11.9% | -46.5% | +58.4% | +10.3% |
| All | +11.9% | -46.0% | +57.9% | +10.3% |
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 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