+431.5%
APLD vs CHTR
-74.4%
+506.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.0% | -10.0% | -6.1% |
| 7D | -0.5% | -7.1% | +6.6% | +0.9% |
| 30D | -13.2% | -10.9% | -2.3% | -11.5% |
| 3M | -33.8% | +2.0% | -35.8% | -35.2% |
| 6M | -5.9% | -35.9% | +30.0% | +1.9% |
| YTD | +5.1% | -32.7% | +37.8% | +11.4% |
| 1Y | +51.8% | -46.6% | +98.4% | +73.7% |
| 3Y | +397.7% | -66.7% | +464.4% | +559.7% |
| All | +431.5% | -74.4% | +506.0% | +804.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling