+255.7%
APLD vs SCCO
+182.5%
+73.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +2.9% |
| 7D | -6.3% | -1.8% | -4.5% | -4.1% |
| 30D | -29.6% | -17.8% | -11.8% | -14.1% |
| 3M | -42.6% | -12.5% | -30.1% | -34.9% |
| 6M | -59.6% | -4.1% | -55.5% | -58.1% |
| YTD | -32.0% | +25.5% | -57.5% | -46.1% |
| 1Y | -46.9% | +31.0% | -77.9% | -59.7% |
| 3Y | +255.7% | +178.7% | +76.9% | +4.4% |
| All | +255.7% | +182.5% | +73.2% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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