+483.7%
APLD vs SCHG
+104.1%
+379.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.1% | +9.0% |
| 7D | +16.6% | -0.1% | +16.6% | +16.5% |
| 30D | -3.1% | -1.5% | -1.6% | -0.3% |
| 3M | -30.9% | +4.4% | -35.3% | -36.1% |
| 6M | +12.6% | +15.7% | -3.1% | -13.1% |
| YTD | +15.5% | +8.3% | +7.2% | +3.0% |
| 1Y | +103.5% | +14.2% | +89.3% | +66.5% |
| 3Y | +446.5% | +88.3% | +358.3% | +98.5% |
| All | +483.7% | +104.1% | +379.6% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling