+60.9%
SCHD vs APLD
+281.1%
-220.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.8% | +0.4% |
| 7D | -0.5% | +7.8% | -8.4% | -0.7% |
| 30D | +8.3% | -23.0% | +31.3% | +8.7% |
| 3M | +5.9% | -39.7% | +45.6% | +6.7% |
| 6M | +15.3% | -59.8% | +75.1% | +16.8% |
| YTD | +34.5% | -27.0% | +61.5% | +34.0% |
| 1Y | +37.2% | -37.3% | +74.5% | +36.8% |
| 3Y | +73.6% | +281.9% | -208.3% | +60.2% |
| All | +60.9% | +281.1% | -220.2% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 10y: compounded portfolio wealth divided by compounded APLD 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…
10y analysis · Full analysis span regression · 6 months rolling