+190.1%
APLD vs ALHC
+21.9%
+168.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.9% | +12.6% | +9.9% |
| 7D | -12.7% | +1.0% | -13.7% | -12.7% |
| 30D | -34.7% | -14.2% | -20.5% | -34.1% |
| 3M | -46.1% | -45.1% | -1.0% | -44.4% |
| 6M | -64.9% | -59.5% | -5.3% | -63.3% |
| YTD | -36.6% | -62.8% | +26.3% | -33.8% |
| 1Y | -50.0% | -55.5% | +5.5% | -48.5% |
| 3Y | +190.1% | +25.7% | +164.4% | +127.2% |
| All | +190.1% | +21.9% | +168.2% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling