-1.1%
CAT vs APLD
-53.8%
+52.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.7% | -8.8% | -1.2% |
| 7D | -10.3% | -12.7% | +2.4% | -8.0% |
| 30D | -31.2% | -34.7% | +3.5% | -25.4% |
| 3M | -34.7% | -46.1% | +11.5% | -26.9% |
| 6M | -39.5% | -64.9% | +25.4% | -28.1% |
| YTD | -1.7% | -36.6% | +34.9% | +1.7% |
| 1Y | -1.1% | -50.0% | +48.8% | +4.1% |
| All | -1.1% | -53.8% | +52.6% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling