+34.7%
CRM vs APLD
+461.1%
-426.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.7% | -2.0% |
| 7D | +1.3% | +4.1% | -2.8% | +1.1% |
| 30D | +34.3% | -11.7% | +46.0% | +34.8% |
| 3M | +37.7% | -40.3% | +78.0% | +39.8% |
| 6M | +34.9% | -8.0% | +42.9% | +33.4% |
| YTD | -1.6% | +7.5% | -9.2% | -4.1% |
| 1Y | +7.1% | +84.0% | -76.9% | +1.0% |
| 3Y | +19.0% | +356.2% | -337.2% | -1.0% |
| All | +34.7% | +461.1% | -426.3% | +1.7% |
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