+60.0%
SCHD vs APLD
+254.9%
-194.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +0.8% | -6.3% | +7.1% | +0.9% |
| 30D | +8.4% | -29.6% | +38.0% | +9.0% |
| 3M | +5.6% | -42.6% | +48.2% | +6.5% |
| 6M | +15.1% | -59.6% | +74.7% | +16.6% |
| YTD | +33.8% | -32.0% | +65.8% | +33.5% |
| 1Y | +38.5% | -46.9% | +85.5% | +38.6% |
| 3Y | +72.7% | +255.7% | -182.9% | +59.5% |
| All | +60.0% | +254.9% | -194.9% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling