+443.7%
APLD vs SMTC
+139.6%
+304.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.2% | -7.4% | -2.9% |
| 7D | +4.1% | +12.7% | -8.7% | -2.3% |
| 30D | -11.7% | +22.0% | -33.7% | -22.1% |
| 3M | -40.3% | -12.7% | -27.6% | -38.0% |
| 6M | -8.0% | +64.8% | -72.7% | -32.1% |
| YTD | +7.5% | +100.7% | -93.1% | -28.0% |
| 1Y | +84.0% | +146.9% | -62.9% | +11.4% |
| 3Y | +356.2% | +456.8% | -100.6% | +51.5% |
| All | +443.7% | +139.6% | +304.1% | +279.4% |
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