+443.7%
APLD vs CTVA
+51.4%
+392.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +2.4% |
| 7D | +4.1% | +4.9% | -0.9% | +0.4% |
| 30D | -11.7% | +11.9% | -23.6% | -19.0% |
| 3M | -40.3% | +13.7% | -53.9% | -47.6% |
| 6M | -8.0% | +13.1% | -21.1% | -18.9% |
| YTD | +7.5% | +32.0% | -24.4% | -16.3% |
| 1Y | +84.0% | +22.1% | +61.9% | +49.4% |
| 3Y | +356.2% | +77.5% | +278.7% | +164.7% |
| All | +443.7% | +51.4% | +392.3% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling