+483.7%
APLD vs SMTC
+163.5%
+320.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +10.0% | -2.6% | +2.3% |
| 7D | +16.6% | +22.9% | -6.4% | +4.7% |
| 30D | -3.1% | +16.6% | -19.8% | -11.8% |
| 3M | -30.9% | +2.4% | -33.3% | -33.9% |
| 6M | +12.6% | +98.3% | -85.7% | -24.5% |
| YTD | +15.5% | +120.7% | -105.2% | -26.3% |
| 1Y | +103.5% | +168.3% | -64.7% | +18.1% |
| 3Y | +446.5% | +571.7% | -125.2% | +61.8% |
| All | +483.7% | +163.5% | +320.2% | +288.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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