+10.2%
CRM vs APLD
+423.9%
-413.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.9% |
| 7D | -5.0% | +9.0% | -13.9% | -5.1% |
| 30D | +23.6% | -6.6% | +30.2% | +23.7% |
| 3M | +39.6% | -35.2% | +74.8% | +40.6% |
| 6M | +23.4% | +0.4% | +23.0% | +22.1% |
| YTD | -7.4% | +10.7% | -18.0% | -9.1% |
| 1Y | -2.3% | +78.6% | -80.9% | -6.4% |
| All | +10.2% | +423.9% | -413.7% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling