+252.0%
APLD vs SITM
+316.6%
-64.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +9.6% | -2.1% | +2.7% |
| 7D | +3.1% | +9.4% | -6.3% | -1.2% |
| 30D | -29.4% | -25.4% | -4.0% | -18.0% |
| 3M | -42.8% | -37.0% | -5.8% | -28.7% |
| 6M | -59.5% | -45.1% | -14.3% | -47.6% |
| YTD | -31.8% | +29.4% | -61.2% | -46.2% |
| 1Y | -46.0% | +39.8% | -85.8% | -59.2% |
| 3Y | +252.0% | +328.2% | -76.2% | +35.1% |
| All | +252.0% | +316.6% | -64.6% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling