-50.0%
APLD vs CTAS
+21.0%
-70.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.8% | +11.5% | +8.3% |
| 7D | -12.7% | +1.2% | -13.9% | -11.6% |
| 30D | -34.7% | +12.8% | -47.5% | -28.7% |
| 3M | -46.1% | +10.3% | -56.4% | -42.0% |
| 6M | -64.9% | +32.0% | -96.8% | -60.0% |
| YTD | -36.6% | +19.1% | -55.7% | -29.2% |
| 1Y | -50.0% | +21.5% | -71.4% | -41.3% |
| All | -50.0% | +21.0% | -70.9% | -41.3% |
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