-30.7%
APLD vs SM
+84.2%
-115.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.8% |
| 7D | +2.7% | +9.4% | -6.7% | +5.0% |
| 30D | -21.4% | -14.4% | -7.1% | -24.8% |
| 3M | -47.8% | +1.6% | -49.4% | -46.9% |
| 6M | -64.9% | +6.3% | -71.2% | -62.7% |
| YTD | -34.9% | +78.8% | -113.7% | -32.7% |
| 1Y | -30.7% | +83.1% | -113.9% | -28.6% |
| All | -30.7% | +84.2% | -115.0% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling