+444.7%
APLD vs SCHG
+103.5%
+341.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +0.7% |
| 7D | +0.2% | -1.0% | +1.2% | +2.3% |
| 30D | -15.2% | -1.3% | -13.9% | -13.0% |
| 3M | -36.3% | +5.4% | -41.7% | -42.4% |
| 6M | -7.4% | +14.4% | -21.8% | -26.9% |
| YTD | +7.7% | +8.0% | -0.3% | -3.2% |
| 1Y | +53.8% | +12.7% | +41.1% | +29.2% |
| 3Y | +407.1% | +85.6% | +321.5% | +89.5% |
| All | +444.7% | +103.5% | +341.2% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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