+269.3%
APLD vs CTSH
-18.7%
+288.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +7.6% |
| 7D | +7.8% | -2.1% | +9.9% | +8.1% |
| 30D | -23.0% | +8.0% | -30.9% | -25.1% |
| 3M | -39.7% | +10.6% | -50.3% | -42.2% |
| 6M | -59.8% | +32.5% | -92.4% | -64.8% |
| YTD | -27.0% | -21.0% | -6.0% | -15.6% |
| 1Y | -37.3% | -9.9% | -27.4% | -34.8% |
| 3Y | +281.9% | +3.1% | +278.7% | +238.0% |
| All | +269.3% | -18.7% | +288.0% | +228.5% |
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 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