+229.3%
APLD vs CHTR
-74.8%
+304.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.3% | -10.1% | -6.5% |
| 7D | +2.7% | +17.2% | -14.5% | -0.2% |
| 30D | -21.4% | +31.6% | -53.1% | -26.0% |
| 3M | -47.8% | -11.6% | -36.3% | -46.9% |
| 6M | -64.9% | -3.3% | -61.6% | -65.2% |
| YTD | -34.9% | -33.7% | -1.2% | -31.1% |
| 1Y | -30.7% | -32.4% | +1.7% | -27.5% |
| 3Y | +305.3% | -65.9% | +371.3% | +427.0% |
| All | +229.3% | -74.8% | +304.1% | +459.7% |
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