+244.7%
APLD vs ACHR
+22.7%
+222.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.3% | -0.8% | +3.4% |
| 7D | +3.1% | +15.3% | -12.3% | -3.6% |
| 30D | -29.4% | -3.0% | -26.4% | -28.0% |
| 3M | -42.8% | -14.0% | -28.8% | -39.6% |
| 6M | -59.5% | -25.8% | -33.7% | -54.1% |
| YTD | -31.8% | -36.0% | +4.2% | -15.9% |
| 1Y | -46.0% | -41.2% | -4.8% | -30.2% |
| 3Y | +252.0% | -8.6% | +260.6% | +240.1% |
| All | +244.7% | +22.7% | +222.0% | +128.4% |
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