+90.0%
COST vs APLD
+255.7%
-165.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.5% | -6.3% | +1.1% |
| 7D | +2.5% | +3.1% | -0.6% | +2.4% |
| 30D | +12.8% | -29.4% | +42.2% | +13.2% |
| 3M | +12.7% | -42.8% | +55.4% | +13.3% |
| 6M | +6.0% | -59.5% | +65.5% | +7.0% |
| YTD | +24.4% | -31.8% | +56.2% | +23.8% |
| 1Y | +16.2% | -46.0% | +62.3% | +16.1% |
| 3Y | +96.9% | +252.0% | -155.1% | +84.4% |
| All | +90.0% | +255.7% | -165.7% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling