+94.7%
COST vs APLD
+260.6%
-166.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +0.5% |
| 7D | +2.5% | +19.6% | -17.1% | +2.3% |
| 30D | +14.6% | -24.5% | +39.0% | +14.9% |
| 3M | +15.2% | -45.6% | +60.8% | +15.9% |
| 6M | +7.2% | -61.4% | +68.6% | +8.3% |
| YTD | +27.4% | -30.9% | +58.3% | +26.8% |
| 1Y | +20.2% | -35.8% | +56.0% | +19.7% |
| 3Y | +96.9% | +261.4% | -164.6% | +84.3% |
| All | +94.7% | +260.6% | -166.0% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling