+249.5%
APLD vs SM
-13.3%
+262.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.2% | -10.5% | -7.0% |
| 7D | +19.6% | +10.6% | +9.0% | +15.6% |
| 30D | -24.5% | -15.0% | -9.5% | -20.9% |
| 3M | -45.6% | +1.7% | -47.3% | -47.1% |
| 6M | -61.4% | +5.9% | -67.3% | -64.4% |
| YTD | -30.9% | +79.0% | -109.9% | -52.7% |
| 1Y | -35.8% | +84.7% | -120.5% | -57.0% |
| 3Y | +261.4% | -3.5% | +264.9% | +206.4% |
| All | +249.5% | -13.3% | +262.7% | +198.7% |
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