+220.6%
APLD vs SM
-20.8%
+241.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.0% | +8.8% | +9.4% |
| 7D | -12.7% | -25.9% | +13.2% | -3.8% |
| 30D | -34.7% | -15.1% | -19.6% | -31.6% |
| 3M | -46.1% | +4.9% | -51.0% | -48.3% |
| 6M | -64.9% | +6.1% | -71.0% | -67.8% |
| YTD | -36.6% | +63.4% | -100.0% | -55.2% |
| 1Y | -50.0% | +72.5% | -122.4% | -65.9% |
| 3Y | +190.1% | -16.9% | +207.0% | +163.5% |
| All | +220.6% | -20.8% | +241.4% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling