+244.7%
APLD vs SMTC
+88.7%
+156.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +12.8% | -5.3% | +0.8% |
| 7D | +3.1% | -4.8% | +7.9% | +5.6% |
| 30D | -29.4% | -37.8% | +8.4% | -10.3% |
| 3M | -42.8% | -16.5% | -26.3% | -38.7% |
| 6M | -59.5% | -4.4% | -55.1% | -60.5% |
| YTD | -31.8% | +58.0% | -89.8% | -48.8% |
| 1Y | -46.0% | +62.0% | -108.0% | -59.6% |
| 3Y | +252.0% | +745.7% | -493.7% | -12.2% |
| All | +244.7% | +88.7% | +156.1% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling