+41.6%
CVX vs APLD
+104.4%
-62.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.4% | -6.8% | +0.8% |
| 7D | -0.6% | +16.6% | -17.1% | -0.1% |
| 30D | +13.4% | -3.1% | +16.6% | +13.4% |
| 3M | +11.8% | -30.9% | +42.7% | +11.2% |
| 6M | +12.4% | +12.6% | -0.2% | +12.7% |
| YTD | +41.5% | +15.5% | +26.0% | +41.4% |
| 1Y | +41.6% | +103.5% | -61.9% | +42.9% |
| All | +41.6% | +104.4% | -62.8% | +42.9% |
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 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