+305.3%
APLD vs SMTC
+698.5%
-393.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.7% | -3.7% |
| 7D | +2.7% | +11.0% | -8.3% | -2.5% |
| 30D | -21.4% | -28.5% | +7.1% | -7.6% |
| 3M | -47.8% | -14.2% | -33.6% | -44.8% |
| 6M | -64.9% | -18.0% | -46.9% | -62.9% |
| YTD | -34.9% | +55.5% | -90.4% | -48.9% |
| 1Y | -30.7% | +69.5% | -100.3% | -47.2% |
| 3Y | +305.3% | +699.7% | -394.3% | +61.1% |
| All | +305.3% | +698.5% | -393.2% | +61.1% |
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 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