+51.0%
SCHD vs APLD
+477.4%
-426.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.9% |
| 7D | -2.6% | +9.0% | -11.6% | -2.8% |
| 30D | -0.3% | -6.6% | +6.3% | -0.2% |
| 3M | +6.1% | -35.2% | +41.3% | +6.8% |
| 6M | +11.7% | +0.4% | +11.3% | +11.1% |
| YTD | +26.3% | +10.7% | +15.6% | +25.1% |
| 1Y | +28.8% | +78.6% | -49.8% | +25.7% |
| 3Y | +55.0% | +423.9% | -368.9% | +42.4% |
| All | +51.0% | +477.4% | -426.4% | +33.2% |
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