+220.6%
APLD vs CTAS
+121.9%
+98.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.8% | +11.5% | +10.9% |
| 7D | -12.7% | +1.2% | -13.9% | -13.7% |
| 30D | -34.7% | +12.8% | -47.5% | -41.1% |
| 3M | -46.1% | +10.3% | -56.4% | -50.8% |
| 6M | -64.9% | +32.0% | -96.8% | -74.3% |
| YTD | -36.6% | +19.1% | -55.7% | -48.9% |
| 1Y | -50.0% | +21.5% | -71.4% | -60.9% |
| 3Y | +190.1% | +76.0% | +114.1% | +25.0% |
| All | +220.6% | +121.9% | +98.7% | -19.5% |
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