+220.6%
APLD vs ALHC
-32.3%
+252.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.9% | +12.6% | +10.1% |
| 7D | -12.7% | +1.0% | -13.7% | -12.8% |
| 30D | -34.7% | -14.2% | -20.5% | -33.4% |
| 3M | -46.1% | -45.1% | -1.0% | -42.0% |
| 6M | -64.9% | -59.5% | -5.3% | -61.2% |
| YTD | -36.6% | -62.8% | +26.3% | -29.7% |
| 1Y | -50.0% | -55.5% | +5.5% | -46.3% |
| 3Y | +190.1% | +25.7% | +164.4% | +121.8% |
| All | +220.6% | -32.3% | +252.9% | +140.8% |
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