+196.6%
CAT vs APLD
+255.7%
-59.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.5% | -0.3% | +6.7% |
| 7D | -2.4% | +3.1% | -5.5% | -2.7% |
| 30D | -25.0% | -29.4% | +4.4% | -23.4% |
| 3M | -28.7% | -42.8% | +14.1% | -26.3% |
| 6M | -33.0% | -59.5% | +26.5% | -29.6% |
| YTD | +5.4% | -31.8% | +37.2% | +6.8% |
| 1Y | +7.3% | -46.0% | +53.3% | +9.5% |
| 3Y | +166.0% | +252.0% | -86.0% | +133.6% |
| All | +196.6% | +255.7% | -59.1% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling