+420.9%
APLD vs SCHG
+85.5%
+335.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -2.6% |
| 7D | +9.0% | -0.9% | +9.8% | +11.0% |
| 30D | -6.6% | -2.3% | -4.3% | -1.9% |
| 3M | -35.2% | +4.5% | -39.8% | -40.6% |
| 6M | +0.4% | +13.6% | -13.2% | -21.3% |
| YTD | +10.7% | +7.6% | +3.1% | -1.4% |
| 1Y | +78.6% | +13.0% | +65.5% | +46.3% |
| All | +420.9% | +85.5% | +335.5% | +117.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling