+446.5%
APLD vs CTSH
-11.4%
+457.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.8% | +11.2% | +7.1% |
| 7D | +16.6% | -5.5% | +22.0% | +16.1% |
| 30D | -3.1% | +4.5% | -7.6% | -2.7% |
| 3M | -30.9% | +13.7% | -44.6% | -28.4% |
| 6M | +12.6% | -8.4% | +21.0% | +23.7% |
| YTD | +15.5% | -26.5% | +42.0% | +36.4% |
| 1Y | +103.5% | -13.9% | +117.5% | +119.5% |
| 3Y | +446.5% | -11.3% | +457.9% | +377.4% |
| All | +446.5% | -11.4% | +457.9% | +377.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling