+106.1%
APLD vs CHYM
-24.0%
+130.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.4% | +0.4% | -3.2% |
| 7D | -0.5% | -2.9% | +2.4% | +0.2% |
| 30D | -13.2% | +3.0% | -16.1% | -14.5% |
| 3M | -33.8% | +98.7% | -132.5% | -51.6% |
| 6M | -5.9% | +46.4% | -52.3% | -22.2% |
| YTD | +5.1% | +29.8% | -24.7% | -9.4% |
| 1Y | +51.8% | +40.5% | +11.4% | +26.8% |
| All | +106.1% | -24.0% | +130.1% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling