+431.5%
APLD vs SCHW
+42.7%
+388.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.8% | -5.5% |
| 7D | -0.5% | -2.8% | +2.3% | +1.1% |
| 30D | -13.2% | -0.1% | -13.1% | -13.5% |
| 3M | -33.8% | +20.6% | -54.3% | -41.8% |
| 6M | -5.9% | +15.9% | -21.9% | -16.1% |
| YTD | +5.1% | +8.5% | -3.4% | -1.8% |
| 1Y | +51.8% | +17.8% | +34.0% | +34.1% |
| 3Y | +397.7% | +88.5% | +309.2% | +218.3% |
| All | +431.5% | +42.7% | +388.9% | +236.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling