+189.6%
CAT vs APLD
+254.9%
-65.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -6.3% | -6.3% | 0.0% | -5.9% |
| 30D | -26.8% | -29.6% | +2.8% | -25.2% |
| 3M | -30.0% | -42.6% | +12.6% | -27.7% |
| 6M | -34.6% | -59.6% | +25.0% | -31.2% |
| YTD | +2.9% | -32.0% | +34.9% | +4.2% |
| 1Y | +3.3% | -46.9% | +50.2% | +5.5% |
| 3Y | +153.7% | +255.7% | -102.0% | +122.6% |
| All | +189.6% | +254.9% | -65.3% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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