-46.5%
APLD vs CTAS
+25.6%
-72.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.1% | -4.9% |
| 7D | -18.5% | +7.6% | -26.2% | -13.6% |
| 30D | -32.8% | +17.2% | -50.0% | -24.6% |
| 3M | -46.9% | +12.8% | -59.6% | -41.9% |
| 6M | -53.4% | +38.0% | -91.3% | -46.4% |
| YTD | -32.3% | +22.7% | -55.0% | -23.1% |
| 1Y | -46.5% | +25.6% | -72.2% | -36.7% |
| All | -46.5% | +25.6% | -72.2% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling