+354.6%
APLD vs CHRW
+79.2%
+275.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.7% | +3.7% | +6.3% |
| 7D | +7.8% | -0.1% | +7.9% | +8.0% |
| 30D | -23.0% | -4.3% | -18.7% | -22.2% |
| 3M | -39.7% | -7.4% | -32.3% | -38.8% |
| 6M | -59.8% | -20.7% | -39.1% | -58.5% |
| YTD | -27.0% | -15.9% | -11.1% | -29.0% |
| 1Y | -37.3% | -9.9% | -27.4% | -41.0% |
| All | +354.6% | +79.2% | +275.4% | +197.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling