+302.2%
CAT vs APLD
+461.1%
-158.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 3M | -13.3% | -40.3% | +27.0% | -10.8% |
| 6M | +11.6% | -8.0% | +19.6% | +11.3% |
| YTD | +42.9% | +7.5% | +35.4% | +40.8% |
| 1Y | +95.4% | +84.0% | +11.4% | +86.5% |
| 3Y | +196.6% | +356.2% | -159.6% | +155.0% |
| All | +302.2% | +461.1% | -158.9% | +222.7% |
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