+244.7%
APLD vs ALHC
-32.9%
+277.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.5% | +7.7% |
| 7D | +3.1% | +3.9% | -0.8% | +2.5% |
| 30D | -29.4% | -3.6% | -25.7% | -29.0% |
| 3M | -42.8% | -49.4% | +6.6% | -37.7% |
| 6M | -59.5% | -59.5% | 0.0% | -55.2% |
| YTD | -31.8% | -63.2% | +31.4% | -24.3% |
| 1Y | -46.0% | -55.5% | +9.5% | -42.1% |
| 3Y | +252.0% | +23.0% | +229.0% | +170.8% |
| All | +244.7% | -32.9% | +277.7% | +159.2% |
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