+16.9%
CVX vs APLD
-61.4%
+78.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.7% | -9.9% | +0.5% |
| 7D | -9.7% | -12.7% | +3.0% | -10.5% |
| 30D | +3.6% | -34.7% | +38.3% | +0.6% |
| 3M | +13.3% | -46.1% | +59.5% | +8.8% |
| 6M | +16.9% | -64.9% | +81.7% | +9.4% |
| All | +16.9% | -61.4% | +78.3% | +9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling