+174.2%
CAT vs APLD
+201.5%
-27.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.7% | +8.3% | -5.3% |
| 7D | -14.5% | -27.0% | +12.5% | -12.7% |
| 30D | -35.7% | -44.1% | +8.4% | -33.2% |
| 3M | -36.3% | -52.6% | +16.3% | -33.2% |
| 6M | -38.5% | -64.5% | +25.9% | -34.8% |
| YTD | -2.5% | -42.2% | +39.7% | -0.1% |
| 1Y | -1.9% | -57.2% | +55.3% | +1.6% |
| 3Y | +139.2% | +159.5% | -20.3% | +113.8% |
| All | +174.2% | +201.5% | -27.3% | +128.9% |
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