+249.5%
APLD vs CTAS
+127.0%
+122.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +19.6% | +0.5% | +19.1% | +19.1% |
| 30D | -24.5% | +10.2% | -34.7% | -30.5% |
| 3M | -45.6% | +12.1% | -57.7% | -50.8% |
| 6M | -61.4% | +38.3% | -99.7% | -72.8% |
| YTD | -30.9% | +21.9% | -52.8% | -45.1% |
| 1Y | -35.8% | +24.0% | -59.9% | -50.5% |
| 3Y | +261.4% | +75.1% | +186.3% | +60.4% |
| All | +249.5% | +127.0% | +122.4% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling