+420.9%
APLD vs SCHW
+85.4%
+335.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | +9.0% | -1.6% | +10.5% | +9.9% |
| 30D | -6.6% | -1.1% | -5.6% | -6.4% |
| 3M | -35.2% | +20.4% | -55.6% | -43.1% |
| 6M | +0.4% | +13.6% | -13.2% | -9.1% |
| YTD | +10.7% | +7.7% | +3.0% | +4.5% |
| 1Y | +78.6% | +15.2% | +63.4% | +60.3% |
| All | +420.9% | +85.4% | +335.5% | +229.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling