+249.5%
APLD vs SCCO
+191.2%
+58.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.8% | -2.8% |
| 7D | +19.6% | +1.7% | +17.9% | +17.9% |
| 30D | -24.5% | -18.1% | -6.4% | -7.3% |
| 3M | -45.6% | -12.8% | -32.8% | -38.0% |
| 6M | -61.4% | -8.5% | -53.0% | -58.0% |
| YTD | -30.9% | +23.9% | -54.8% | -44.4% |
| 1Y | -35.8% | +30.0% | -65.8% | -50.8% |
| 3Y | +261.4% | +175.2% | +86.2% | +25.6% |
| All | +249.5% | +191.2% | +58.2% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling