+244.7%
APLD vs CHRW
+40.5%
+204.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.9% | +4.6% | +6.5% |
| 7D | +3.1% | +0.2% | +2.9% | +3.3% |
| 30D | -29.4% | -9.4% | -20.0% | -27.2% |
| 3M | -42.8% | -13.3% | -29.5% | -40.5% |
| 6M | -59.5% | -24.2% | -35.3% | -57.1% |
| YTD | -31.8% | -18.9% | -12.9% | -32.2% |
| 1Y | -46.0% | -12.4% | -33.7% | -48.3% |
| 3Y | +252.0% | +72.2% | +179.8% | +130.6% |
| All | +244.7% | +40.5% | +204.3% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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