+173.1%
APLD vs CAVA
+28.6%
+144.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | -3.1% |
| 7D | -0.5% | -12.4% | +11.9% | +5.3% |
| 30D | -13.2% | -11.2% | -2.0% | -9.2% |
| 3M | -33.8% | -33.8% | 0.0% | -22.4% |
| 6M | -5.9% | -32.5% | +26.6% | +8.2% |
| YTD | +5.1% | -8.0% | +13.1% | +1.5% |
| 1Y | +51.8% | -17.1% | +69.0% | +52.1% |
| 3Y | +397.7% | +37.8% | +359.9% | +392.0% |
| All | +173.1% | +28.6% | +144.5% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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