+54.2%
SCHD vs APLD
+461.1%
-406.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.8% |
| 7D | -0.3% | +4.1% | -4.4% | -0.4% |
| 30D | +3.4% | -11.7% | +15.2% | +3.7% |
| 3M | +7.6% | -40.3% | +47.9% | +8.5% |
| 6M | +12.2% | -8.0% | +20.1% | +11.8% |
| YTD | +29.0% | +7.5% | +21.4% | +27.8% |
| 1Y | +30.3% | +84.0% | -53.7% | +27.1% |
| 3Y | +56.1% | +356.2% | -300.1% | +43.9% |
| All | +54.2% | +461.1% | -406.9% | +36.1% |
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