+446.5%
APLD vs SCCO
+210.1%
+236.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.9% | +2.4% | +2.5% |
| 7D | +16.6% | +3.4% | +13.1% | +12.7% |
| 30D | -3.1% | +6.6% | -9.7% | -10.0% |
| 3M | -30.9% | +24.5% | -55.3% | -45.0% |
| 6M | +12.6% | +16.5% | -3.9% | -4.7% |
| YTD | +15.5% | +52.1% | -36.7% | -25.1% |
| 1Y | +103.5% | +114.2% | -10.6% | -8.6% |
| 3Y | +446.5% | +207.4% | +239.1% | +38.8% |
| All | +446.5% | +210.1% | +236.4% | +38.8% |
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