+229.3%
APLD vs CHRW
+46.4%
+182.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.8% | -5.8% |
| 7D | +2.7% | +7.3% | -4.6% | +0.4% |
| 30D | -21.4% | -3.6% | -17.8% | -20.6% |
| 3M | -47.8% | -9.6% | -38.3% | -46.5% |
| 6M | -64.9% | -17.0% | -47.9% | -64.2% |
| YTD | -34.9% | -15.4% | -19.4% | -36.1% |
| 1Y | -30.7% | -10.0% | -20.8% | -34.2% |
| 3Y | +305.3% | +82.2% | +223.2% | +159.6% |
| All | +229.3% | +46.4% | +182.9% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling