+243.9%
APLD vs CTAS
+124.8%
+119.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.9% |
| 7D | -6.3% | +0.7% | -7.0% | -6.9% |
| 30D | -29.6% | +11.3% | -40.9% | -35.8% |
| 3M | -42.6% | +11.4% | -54.0% | -48.0% |
| 6M | -59.6% | +35.6% | -95.2% | -71.1% |
| YTD | -32.0% | +20.7% | -52.7% | -45.7% |
| 1Y | -46.9% | +22.8% | -69.8% | -58.8% |
| 3Y | +255.7% | +73.4% | +182.2% | +58.9% |
| All | +243.9% | +124.8% | +119.1% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling