-30.7%
APLD vs CHTR
-34.9%
+4.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.3% | -10.1% | -5.0% |
| 7D | +2.7% | +17.2% | -14.5% | +5.9% |
| 30D | -21.4% | +31.6% | -53.1% | -17.3% |
| 3M | -47.8% | -11.6% | -36.3% | -47.5% |
| 6M | -64.9% | -3.3% | -61.6% | -64.0% |
| YTD | -34.9% | -33.7% | -1.2% | -24.6% |
| 1Y | -30.7% | -32.4% | +1.7% | -18.1% |
| All | -30.7% | -34.9% | +4.2% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling