+244.7%
APLD vs CTSH
-19.8%
+264.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.7% | +9.3% | +7.9% |
| 7D | +3.1% | -2.3% | +5.4% | +3.3% |
| 30D | -29.4% | +7.4% | -36.8% | -31.3% |
| 3M | -42.8% | +10.9% | -53.7% | -45.3% |
| 6M | -59.5% | +24.7% | -84.1% | -63.5% |
| YTD | -31.8% | -22.0% | -9.8% | -21.0% |
| 1Y | -46.0% | -11.2% | -34.9% | -43.6% |
| 3Y | +252.0% | +3.9% | +248.1% | +206.5% |
| All | +244.7% | -19.8% | +264.5% | +207.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling