+459.6%
APLD vs SITM
+216.6%
+242.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.4% |
| 7D | +9.0% | +3.7% | +5.3% | +6.9% |
| 30D | -6.6% | -14.5% | +7.9% | +0.3% |
| 3M | -35.2% | -10.6% | -24.7% | -34.1% |
| 6M | +0.4% | +65.5% | -65.1% | -27.6% |
| YTD | +10.7% | +67.0% | -56.3% | -24.0% |
| 1Y | +78.6% | +138.6% | -60.1% | -4.0% |
| 3Y | +423.9% | +421.8% | +2.1% | +74.5% |
| All | +459.6% | +216.6% | +242.9% | +129.9% |
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