-11.2%
CRM vs APLD
-54.5%
+43.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.7% | +12.6% | -2.9% |
| 7D | -3.7% | -27.0% | +23.3% | -5.4% |
| 30D | -1.1% | -44.1% | +42.9% | -4.4% |
| 3M | +15.5% | -52.6% | +68.0% | +10.8% |
| 6M | +19.5% | -64.5% | +83.9% | +14.3% |
| YTD | -15.5% | -42.2% | +26.7% | -19.7% |
| 1Y | -11.2% | -57.2% | +45.9% | -13.4% |
| All | -11.2% | -54.5% | +43.3% | -13.4% |
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