+483.7%
APLD vs ACHR
+48.7%
+435.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.1% | +5.3% | +6.3% |
| 7D | +16.6% | +4.9% | +11.7% | +14.0% |
| 30D | -3.1% | +4.3% | -7.4% | -6.9% |
| 3M | -30.9% | +1.7% | -32.6% | -33.1% |
| 6M | +12.6% | -6.9% | +19.5% | +14.6% |
| YTD | +15.5% | -22.5% | +37.9% | +29.7% |
| 1Y | +103.5% | -31.5% | +135.0% | +138.0% |
| 3Y | +446.5% | -14.4% | +460.9% | +425.9% |
| All | +483.7% | +48.7% | +435.0% | +252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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