+26.9%
CRM vs APLD
+477.4%
-450.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.8% |
| 7D | -5.0% | +9.0% | -13.9% | -5.3% |
| 30D | +23.6% | -6.6% | +30.2% | +23.8% |
| 3M | +39.6% | -35.2% | +74.8% | +41.3% |
| 6M | +23.4% | +0.4% | +23.0% | +21.6% |
| YTD | -7.4% | +10.7% | -18.0% | -9.7% |
| 1Y | -2.3% | +78.6% | -80.9% | -7.7% |
| 3Y | +10.5% | +423.9% | -413.4% | -8.8% |
| All | +26.9% | +477.4% | -450.5% | -4.3% |
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