+431.5%
APLD vs SCHG
+101.8%
+329.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.1% |
| 7D | -0.5% | -2.7% | +2.2% | +5.2% |
| 30D | -13.2% | -2.2% | -11.0% | -9.1% |
| 3M | -33.8% | +6.2% | -39.9% | -40.8% |
| 6M | -5.9% | +13.4% | -19.3% | -24.3% |
| YTD | +5.1% | +7.1% | -2.0% | -3.9% |
| 1Y | +51.8% | +12.5% | +39.3% | +28.1% |
| 3Y | +397.7% | +86.2% | +311.5% | +85.1% |
| All | +431.5% | +101.8% | +329.7% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling