+255.5%
CVNA vs APLD
+502.3%
-246.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.4% | -7.2% | -1.0% |
| 7D | +3.5% | +16.6% | -13.0% | +0.9% |
| 30D | +5.5% | -3.1% | +8.6% | +5.8% |
| 3M | +7.6% | -30.9% | +38.4% | +12.6% |
| 6M | +17.6% | +12.6% | +5.0% | +11.4% |
| YTD | -11.5% | +15.5% | -26.9% | -18.0% |
| 1Y | +0.4% | +103.5% | -103.1% | -17.7% |
| 3Y | +695.6% | +446.5% | +249.0% | +335.9% |
| All | +255.5% | +502.3% | -246.8% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling