+111.2%
APLD vs CHYM
-23.3%
+134.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.1% |
| 7D | +0.2% | -2.3% | +2.4% | +0.7% |
| 30D | -15.2% | +4.4% | -19.6% | -16.9% |
| 3M | -36.3% | +91.3% | -127.6% | -52.6% |
| 6M | -7.4% | +44.0% | -51.3% | -22.8% |
| YTD | +7.7% | +31.1% | -23.4% | -7.4% |
| 1Y | +53.8% | +37.8% | +15.9% | +28.9% |
| All | +111.2% | -23.3% | +134.4% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 10y: compounded portfolio wealth divided by compounded CHYM 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…
10y analysis · Full analysis span regression · 6 months rolling