-46.5%
APLD vs CTSH
-7.5%
-39.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.1% | -9.8% | -5.1% |
| 7D | -18.5% | -0.9% | -17.7% | -18.6% |
| 30D | -32.8% | +13.1% | -45.8% | -27.4% |
| 3M | -46.9% | +17.9% | -64.8% | -40.7% |
| 6M | -53.4% | +28.5% | -81.9% | -41.8% |
| YTD | -32.3% | -19.3% | -12.9% | -24.5% |
| 1Y | -46.5% | -7.6% | -38.9% | -43.5% |
| All | -46.5% | -7.5% | -39.0% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 1y: compounded portfolio wealth divided by compounded CTSH 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…
1y analysis · Full analysis span regression · 6 months rolling