+84.0%
APLD vs CTVA
+22.4%
+61.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +1.6% |
| 7D | +4.1% | +4.9% | -0.9% | +4.9% |
| 30D | -11.7% | +11.9% | -23.6% | -10.2% |
| 3M | -40.3% | +13.7% | -53.9% | -40.1% |
| 6M | -8.0% | +13.1% | -21.1% | -7.1% |
| YTD | +7.5% | +32.0% | -24.4% | +14.9% |
| 1Y | +84.0% | +22.1% | +61.9% | +94.3% |
| All | +84.0% | +22.4% | +61.6% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling