+483.7%
APLD vs CTVA
+48.1%
+435.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.2% | +9.6% | +8.9% |
| 7D | +16.6% | -2.1% | +18.6% | +18.0% |
| 30D | -3.1% | +12.0% | -15.2% | -11.4% |
| 3M | -30.9% | +13.5% | -44.3% | -39.5% |
| 6M | +12.6% | +12.1% | +0.5% | -0.4% |
| YTD | +15.5% | +29.0% | -13.6% | -8.9% |
| 1Y | +103.5% | +18.9% | +84.7% | +68.2% |
| 3Y | +446.5% | +78.9% | +367.6% | +208.7% |
| All | +483.7% | +48.1% | +435.6% | +252.9% |
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