+45.3%
CVX vs APLD
+461.1%
-415.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.3% |
| 7D | +3.3% | +4.1% | -0.7% | +3.2% |
| 30D | +12.9% | -11.7% | +24.6% | +13.1% |
| 3M | +11.7% | -40.3% | +52.0% | +12.7% |
| 6M | +14.1% | -8.0% | +22.1% | +13.5% |
| YTD | +40.7% | +7.5% | +33.1% | +38.8% |
| 1Y | +37.5% | +84.0% | -46.5% | +32.9% |
| 3Y | +43.9% | +356.2% | -312.3% | +28.7% |
| All | +45.3% | +461.1% | -415.8% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling