+87.8%
COST vs APLD
+230.9%
-143.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.7% | -10.9% | -1.2% |
| 7D | +4.1% | -12.7% | +16.8% | +4.2% |
| 30D | +12.0% | -34.7% | +46.7% | +12.5% |
| 3M | +11.2% | -46.1% | +57.3% | +11.9% |
| 6M | +6.1% | -64.9% | +71.0% | +7.3% |
| YTD | +22.9% | -36.6% | +59.5% | +22.5% |
| 1Y | +14.7% | -50.0% | +64.7% | +14.7% |
| 3Y | +92.3% | +190.1% | -97.8% | +80.6% |
| All | +87.8% | +230.9% | -143.1% | +70.8% |
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