+249.5%
APLD vs SITM
+152.6%
+96.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -4.9% | -5.1% |
| 7D | +19.6% | +32.5% | -12.9% | +3.4% |
| 30D | -24.5% | -18.8% | -5.6% | -15.2% |
| 3M | -45.6% | -30.9% | -14.7% | -34.7% |
| 6M | -61.4% | -44.5% | -17.0% | -50.0% |
| YTD | -30.9% | +33.2% | -64.1% | -46.6% |
| 1Y | -35.8% | +53.8% | -89.7% | -54.2% |
| 3Y | +261.4% | +335.7% | -74.3% | +31.9% |
| All | +249.5% | +152.6% | +96.9% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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