-46.5%
APLD vs CTVA
+33.4%
-80.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.2% | -9.9% | -6.4% |
| 7D | -18.5% | +8.2% | -26.7% | -17.9% |
| 30D | -32.8% | -1.0% | -31.7% | -32.7% |
| 3M | -46.9% | +4.6% | -51.4% | -47.4% |
| 6M | -53.4% | +0.5% | -53.9% | -55.0% |
| YTD | -32.3% | +22.7% | -55.0% | -41.8% |
| 1Y | -46.5% | +32.0% | -78.5% | -57.5% |
| All | -46.5% | +33.4% | -80.0% | -57.5% |
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