+110.8%
APLD vs CHYM
-21.5%
+132.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | +4.1% | +1.7% | +2.4% | +3.5% |
| 30D | -11.7% | +30.2% | -42.0% | -21.1% |
| 3M | -40.3% | +85.9% | -126.2% | -54.6% |
| 6M | -8.0% | +49.9% | -57.9% | -24.1% |
| YTD | +7.5% | +34.1% | -26.6% | -8.1% |
| 1Y | +84.0% | +37.0% | +47.0% | +54.5% |
| All | +110.8% | -21.5% | +132.3% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling