+220.6%
APLD vs CTSH
-18.4%
+239.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.7% | +12.5% | +10.3% |
| 7D | -12.7% | -0.6% | -12.1% | -12.8% |
| 30D | -34.7% | +13.4% | -48.1% | -37.3% |
| 3M | -46.1% | +14.4% | -60.5% | -48.9% |
| 6M | -64.9% | +27.7% | -92.6% | -68.6% |
| YTD | -36.6% | -20.6% | -16.0% | -26.8% |
| 1Y | -50.0% | -9.1% | -40.8% | -48.1% |
| 3Y | +190.1% | +3.1% | +187.0% | +157.9% |
| All | +220.6% | -18.4% | +239.0% | +185.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling