+190.1%
APLD vs SMTC
+597.8%
-407.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +12.7% | -3.0% | +3.4% |
| 7D | -12.7% | -19.0% | +6.3% | -3.0% |
| 30D | -34.7% | -46.7% | +12.0% | -11.6% |
| 3M | -46.1% | -23.4% | -22.7% | -39.7% |
| 6M | -64.9% | -13.4% | -51.4% | -63.7% |
| YTD | -36.6% | +40.1% | -76.6% | -47.6% |
| 1Y | -50.0% | +47.7% | -97.6% | -59.2% |
| 3Y | +190.1% | +606.9% | -416.8% | +4.6% |
| All | +190.1% | +597.8% | -407.7% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling