+17.1%
COST vs APLD
-48.2%
+65.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +4.6% | -6.3% | +10.9% | +4.5% |
| 30D | +12.8% | -29.6% | +42.3% | +11.9% |
| 3M | +12.1% | -42.6% | +54.7% | +10.8% |
| 6M | +6.0% | -59.6% | +65.6% | +4.9% |
| YTD | +24.4% | -32.0% | +56.3% | +22.8% |
| 1Y | +17.1% | -46.9% | +64.1% | +15.5% |
| All | +17.1% | -48.2% | +65.3% | +15.5% |
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