+220.6%
APLD vs CHRW
+36.5%
+184.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.3% | +12.1% | +10.5% |
| 7D | -12.7% | +0.6% | -13.3% | -12.8% |
| 30D | -34.7% | -7.3% | -27.4% | -33.2% |
| 3M | -46.1% | -14.2% | -31.9% | -43.8% |
| 6M | -64.9% | -25.1% | -39.8% | -62.8% |
| YTD | -36.6% | -21.2% | -15.4% | -36.4% |
| 1Y | -50.0% | -14.2% | -35.8% | -51.9% |
| 3Y | +190.1% | +63.5% | +126.6% | +94.2% |
| All | +220.6% | +36.5% | +184.1% | +120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling