+1,585.7%
APLD vs GEHC
+4.1%
+1,581.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -2.9% |
| 7D | +9.0% | -7.6% | +16.6% | +13.2% |
| 30D | -6.6% | -10.7% | +4.0% | -1.5% |
| 3M | -35.2% | -1.2% | -34.0% | -36.6% |
| 6M | +0.4% | -13.7% | +14.1% | +6.3% |
| YTD | +10.7% | -20.4% | +31.1% | +21.5% |
| 1Y | +78.6% | -17.0% | +95.6% | +88.1% |
| 3Y | +423.9% | +0.9% | +423.0% | +345.3% |
| All | +1,585.7% | +4.1% | +1,581.7% | +1,565.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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