+243.9%
APLD vs CTSH
-18.0%
+261.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.7% |
| 7D | -6.3% | +1.8% | -8.2% | -6.9% |
| 30D | -29.6% | +9.8% | -39.4% | -31.7% |
| 3M | -42.6% | +12.1% | -54.7% | -45.2% |
| 6M | -59.6% | +27.4% | -87.0% | -63.8% |
| YTD | -32.0% | -20.3% | -11.7% | -21.6% |
| 1Y | -46.9% | -8.8% | -38.1% | -45.0% |
| 3Y | +255.7% | +4.0% | +251.6% | +214.3% |
| All | +243.9% | -18.0% | +261.9% | +205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling