-59.8%
APLD vs CTVA
-0.4%
-59.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.3% |
| 7D | +7.8% | -1.0% | +8.8% | +7.4% |
| 30D | -23.0% | -8.7% | -14.2% | -24.0% |
| 3M | -39.7% | +6.4% | -46.1% | -38.5% |
| 6M | -59.8% | -1.9% | -58.0% | -57.8% |
| All | -59.8% | -0.4% | -59.5% | -57.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling