+403.2%
APLD vs CTVA
+80.9%
+322.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +2.1% |
| 7D | +4.1% | +4.9% | -0.9% | +1.9% |
| 30D | -11.7% | +11.9% | -23.6% | -16.1% |
| 3M | -40.3% | +13.7% | -53.9% | -45.0% |
| 6M | -8.0% | +13.1% | -21.1% | -14.9% |
| YTD | +7.5% | +32.0% | -24.4% | -8.1% |
| 1Y | +84.0% | +22.1% | +61.9% | +62.5% |
| All | +403.2% | +80.9% | +322.3% | +288.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling