+60.6%
COST vs APLD
+477.4%
-416.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | -2.8% | +9.0% | -11.7% | -2.9% |
| 30D | -5.3% | -6.6% | +1.3% | -5.2% |
| 3M | -6.7% | -35.2% | +28.6% | -6.2% |
| 6M | -9.9% | +0.4% | -10.3% | -10.4% |
| YTD | +5.1% | +10.7% | -5.6% | +4.2% |
| 1Y | -7.3% | +78.6% | -85.8% | -9.3% |
| 3Y | +70.4% | +423.9% | -353.5% | +58.9% |
| All | +60.6% | +477.4% | -416.8% | +45.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling