-46.5%
APLD vs SCHW
+1.9%
-48.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.6% | -11.3% | -8.0% |
| 7D | -18.5% | +5.2% | -23.7% | -19.7% |
| 30D | -32.8% | -4.7% | -28.1% | -31.7% |
| 3M | -46.9% | -11.9% | -34.9% | -45.1% |
| 6M | -53.4% | +2.7% | -56.1% | -55.5% |
| YTD | -32.3% | -5.6% | -26.6% | -32.3% |
| 1Y | -46.5% | +0.8% | -47.3% | -52.7% |
| All | -46.5% | +1.9% | -48.4% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 1y: compounded portfolio wealth divided by compounded SCHW 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…
1y analysis · Full analysis span regression · 6 months rolling