+244.7%
APLD vs SM
-23.0%
+267.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.7% | +10.3% | +8.4% |
| 7D | +3.1% | -22.3% | +25.4% | +11.7% |
| 30D | -29.4% | -21.4% | -8.0% | -24.2% |
| 3M | -42.8% | +1.4% | -44.1% | -44.5% |
| 6M | -59.5% | +0.1% | -59.6% | -62.0% |
| YTD | -31.8% | +59.0% | -90.8% | -51.5% |
| 1Y | -46.0% | +64.3% | -110.4% | -62.5% |
| 3Y | +252.0% | -13.1% | +265.1% | +207.9% |
| All | +244.7% | -23.0% | +267.7% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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