+269.3%
APLD vs SM
-17.5%
+286.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.6% | +1.8% | +5.5% |
| 7D | +7.8% | +0.3% | +7.5% | +7.9% |
| 30D | -23.0% | -17.3% | -5.6% | -18.5% |
| 3M | -39.7% | -3.6% | -36.1% | -40.2% |
| 6M | -59.8% | +2.9% | -62.7% | -62.6% |
| YTD | -27.0% | +70.2% | -97.2% | -49.1% |
| 1Y | -37.3% | +66.5% | -103.8% | -56.0% |
| 3Y | +281.9% | -8.2% | +290.1% | +229.6% |
| All | +269.3% | -17.5% | +286.8% | +221.3% |
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