+84.0%
APLD vs SCHW
+14.3%
+69.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +4.1% | -0.8% | +4.9% | +4.3% |
| 30D | -11.7% | +1.5% | -13.2% | -12.2% |
| 3M | -40.3% | +24.6% | -64.8% | -44.7% |
| 6M | -8.0% | +14.5% | -22.5% | -10.8% |
| YTD | +7.5% | +10.5% | -2.9% | +8.5% |
| 1Y | +84.0% | +13.4% | +70.6% | +83.5% |
| All | +84.0% | +14.3% | +69.8% | +83.5% |
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