+192.9%
CAT vs APLD
+253.4%
-60.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.7% | +1.5% | -4.8% |
| 7D | -17.1% | -18.5% | +1.4% | -16.0% |
| 30D | -30.1% | -32.8% | +2.6% | -28.3% |
| 3M | -32.4% | -46.9% | +14.5% | -29.7% |
| 6M | -32.1% | -53.4% | +21.3% | -29.2% |
| YTD | +4.1% | -32.3% | +36.4% | +5.5% |
| 1Y | +8.9% | -46.5% | +55.4% | +11.3% |
| 3Y | +155.5% | +204.2% | -48.7% | +125.9% |
| All | +192.9% | +253.4% | -60.5% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling