+176.7%
CAT vs APLD
+230.9%
-54.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.7% | -8.8% | +0.2% |
| 7D | -10.3% | -12.7% | +2.4% | -9.5% |
| 30D | -31.2% | -34.7% | +3.5% | -29.3% |
| 3M | -34.7% | -46.1% | +11.5% | -32.1% |
| 6M | -39.5% | -64.9% | +25.4% | -35.8% |
| YTD | -1.7% | -36.6% | +34.9% | +0.1% |
| 1Y | -1.1% | -50.0% | +48.8% | +1.4% |
| 3Y | +143.9% | +190.1% | -46.3% | +116.3% |
| All | +176.7% | +230.9% | -54.1% | +129.4% |
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