+443.7%
APLD vs CTAS
+100.0%
+343.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +4.1% | -1.8% | +5.9% | +5.5% |
| 30D | -11.7% | -0.2% | -11.5% | -11.9% |
| 3M | -40.3% | +11.7% | -52.0% | -48.4% |
| 6M | -8.0% | +0.7% | -8.7% | -12.1% |
| YTD | +7.5% | +7.4% | +0.1% | -4.9% |
| 1Y | +84.0% | -2.1% | +86.1% | +76.7% |
| 3Y | +356.2% | +62.9% | +293.3% | +106.1% |
| All | +443.7% | +100.0% | +343.7% | +49.7% |
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