+443.7%
APLD vs SMR
-10.6%
+454.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +4.1% | +4.4% | -0.3% | +2.5% |
| 30D | -11.7% | +3.4% | -15.1% | -13.1% |
| 3M | -40.3% | -19.2% | -21.1% | -35.8% |
| 6M | -8.0% | -22.6% | +14.7% | -0.7% |
| YTD | +7.5% | -31.5% | +39.1% | +21.9% |
| 1Y | +84.0% | -73.1% | +157.1% | +166.4% |
| 3Y | +356.2% | +55.0% | +301.3% | +264.6% |
| All | +443.7% | -10.6% | +454.3% | +369.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling