+243.9%
APLD vs CTVA
+39.8%
+204.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -6.3% | +2.4% | -8.8% | -7.6% |
| 30D | -29.6% | -8.1% | -21.5% | -26.5% |
| 3M | -42.6% | +6.3% | -48.9% | -47.2% |
| 6M | -59.6% | +0.4% | -60.0% | -62.2% |
| YTD | -32.0% | +21.8% | -53.8% | -45.8% |
| 1Y | -46.9% | +24.9% | -71.8% | -58.7% |
| 3Y | +255.7% | +92.3% | +163.4% | +75.4% |
| All | +243.9% | +39.8% | +204.1% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling