+243.9%
APLD vs CHD
+13.7%
+230.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | 0.0% |
| 7D | -6.3% | +2.4% | -8.7% | -5.2% |
| 30D | -29.6% | +13.9% | -43.5% | -24.8% |
| 3M | -42.6% | +8.5% | -51.1% | -39.8% |
| 6M | -59.6% | +20.4% | -79.9% | -55.5% |
| YTD | -32.0% | +34.5% | -66.5% | -21.7% |
| 1Y | -46.9% | +33.8% | -80.7% | -38.8% |
| 3Y | +255.7% | +29.1% | +226.5% | +290.8% |
| All | +243.9% | +13.7% | +230.2% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling