+201.5%
CAT vs APLD
+351.5%
-150.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.6% |
| 7D | +1.7% | +4.1% | -2.4% | +1.4% |
| 30D | -6.6% | -11.7% | +5.2% | -5.7% |
| 3M | -13.3% | -40.3% | +27.0% | -10.2% |
| 6M | +11.6% | -8.0% | +19.6% | +11.3% |
| YTD | +42.9% | +7.5% | +35.4% | +40.5% |
| 1Y | +95.4% | +84.0% | +11.4% | +85.9% |
| All | +201.5% | +351.5% | -150.1% | +163.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling