+37.5%
CVX vs APLD
+85.3%
-47.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.2% |
| 7D | +3.3% | +4.1% | -0.7% | +3.5% |
| 30D | +12.9% | -11.7% | +24.6% | +12.5% |
| 3M | +11.7% | -40.3% | +52.0% | +10.7% |
| 6M | +14.1% | -8.0% | +22.1% | +14.2% |
| YTD | +40.7% | +7.5% | +33.1% | +40.0% |
| 1Y | +37.5% | +84.0% | -46.5% | +35.5% |
| All | +37.5% | +85.3% | -47.8% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling