+373.4%
APLD vs SMTC
+463.0%
-89.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.2% | -7.4% | -2.5% |
| 7D | +4.1% | +12.7% | -8.7% | -1.8% |
| 30D | -11.7% | +22.0% | -33.7% | -21.2% |
| 3M | -40.3% | -12.7% | -27.6% | -38.2% |
| 6M | -8.0% | +64.8% | -72.7% | -29.8% |
| YTD | +7.5% | +100.7% | -93.1% | -24.5% |
| 1Y | +84.0% | +146.9% | -62.9% | +18.6% |
| All | +373.4% | +463.0% | -89.5% | +98.3% |
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