+229.3%
APLD vs ALHC
-32.1%
+261.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.9% | -3.9% | -5.5% |
| 7D | +2.7% | +0.3% | +2.4% | +2.7% |
| 30D | -21.4% | -10.6% | -10.9% | -20.2% |
| 3M | -47.8% | -45.3% | -2.5% | -43.8% |
| 6M | -64.9% | -59.7% | -5.2% | -61.1% |
| YTD | -34.9% | -62.7% | +27.9% | -27.8% |
| 1Y | -30.7% | -56.1% | +25.4% | -25.5% |
| 3Y | +305.3% | +21.3% | +284.1% | +213.8% |
| All | +229.3% | -32.1% | +261.4% | +147.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling