+26.3%
CRM vs APLD
+448.5%
-422.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | -0.3% |
| 7D | -8.1% | -0.5% | -7.6% | -8.1% |
| 30D | +23.1% | -13.2% | +36.2% | +23.5% |
| 3M | +42.5% | -33.8% | +76.3% | +44.1% |
| 6M | +25.3% | -5.9% | +31.2% | +23.8% |
| YTD | -7.8% | +5.1% | -12.9% | -10.0% |
| 1Y | +1.0% | +51.8% | -50.8% | -3.8% |
| 3Y | +10.0% | +397.7% | -387.7% | -9.1% |
| All | +26.3% | +448.5% | -422.2% | -4.6% |
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