+84.0%
APLD vs ALHC
-16.6%
+100.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +4.1% | -0.6% | +4.7% | +4.1% |
| 30D | -11.7% | -1.0% | -10.7% | -11.7% |
| 3M | -40.3% | -10.2% | -30.1% | -39.7% |
| 6M | -8.0% | -28.3% | +20.3% | -7.4% |
| YTD | +7.5% | -31.4% | +39.0% | +5.7% |
| 1Y | +84.0% | -16.9% | +101.0% | +76.4% |
| All | +84.0% | -16.6% | +100.6% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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