+48.5%
CVX vs APLD
+281.1%
-232.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.4% | -6.4% | +0.8% |
| 7D | -1.7% | +7.8% | -9.5% | -1.9% |
| 30D | -0.8% | -23.0% | +22.2% | -0.4% |
| 3M | +9.4% | -39.7% | +49.1% | +10.2% |
| 6M | +17.5% | -59.8% | +77.4% | +19.1% |
| YTD | +43.8% | -27.0% | +70.8% | +42.7% |
| 1Y | +41.9% | -37.3% | +79.2% | +41.0% |
| 3Y | +69.1% | +281.9% | -212.7% | +51.3% |
| All | +48.5% | +281.1% | -232.5% | +27.0% |
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