+56.5%
SCHD vs APLD
+440.3%
-383.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.4% | -8.5% | -1.2% |
| 7D | -1.1% | +16.6% | -17.7% | -1.4% |
| 30D | +1.5% | -3.1% | +4.6% | +1.5% |
| 3M | +7.4% | -30.9% | +38.3% | +7.9% |
| 6M | +12.4% | +12.6% | -0.3% | +11.7% |
| YTD | +27.5% | +15.5% | +12.1% | +26.4% |
| 1Y | +30.0% | +103.5% | -73.5% | +27.1% |
| 3Y | +56.5% | +446.5% | -390.0% | +43.6% |
| All | +56.5% | +440.3% | -383.8% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling