-46.8%
APLD vs GEHC
+14.6%
-61.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.5% | +7.6% |
| 7D | +3.1% | +5.6% | -2.5% | +3.5% |
| 30D | -29.4% | +27.9% | -57.3% | -28.9% |
| 3M | -42.8% | +17.1% | -59.9% | -42.4% |
| 6M | -59.5% | +32.5% | -92.0% | -59.7% |
| YTD | -31.8% | +2.7% | -34.5% | -31.8% |
| All | -46.8% | +14.6% | -61.4% | -46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling