+190.1%
APLD vs CTAS
+75.4%
+114.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.8% | +11.5% | +10.1% |
| 7D | -12.7% | +1.2% | -13.9% | -13.0% |
| 30D | -34.7% | +12.8% | -47.5% | -37.2% |
| 3M | -46.1% | +10.3% | -56.4% | -47.9% |
| 6M | -64.9% | +32.0% | -96.8% | -69.9% |
| YTD | -36.6% | +19.1% | -55.7% | -42.4% |
| 1Y | -50.0% | +21.5% | -71.4% | -55.5% |
| 3Y | +190.1% | +76.0% | +114.1% | +80.6% |
| All | +190.1% | +75.4% | +114.7% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling