+244.7%
APLD vs SMR
-49.9%
+294.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.1% | +0.4% | +5.0% |
| 7D | +3.1% | +1.7% | +1.4% | +2.8% |
| 30D | -29.4% | -24.4% | -4.9% | -21.8% |
| 3M | -42.8% | -44.6% | +1.8% | -30.5% |
| 6M | -59.5% | -56.7% | -2.8% | -46.4% |
| YTD | -31.8% | -61.6% | +29.8% | -6.2% |
| 1Y | -46.0% | -82.1% | +36.0% | -7.7% |
| 3Y | +252.0% | +161.5% | +90.5% | +138.7% |
| All | +244.7% | -49.9% | +294.6% | +260.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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