+305.3%
APLD vs SMR
+125.1%
+180.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.3% | -2.5% | -4.6% |
| 7D | +2.7% | -8.3% | +11.0% | +6.1% |
| 30D | -21.4% | -20.1% | -1.4% | -14.3% |
| 3M | -47.8% | -52.7% | +4.8% | -32.4% |
| 6M | -64.9% | -61.0% | -3.8% | -51.3% |
| YTD | -34.9% | -67.1% | +32.2% | -4.7% |
| 1Y | -30.7% | -79.9% | +49.1% | +16.5% |
| 3Y | +305.3% | +101.7% | +203.6% | +216.8% |
| All | +305.3% | +125.1% | +180.2% | +216.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling