-46.5%
APLD vs STLA
-53.0%
+6.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.8% | -10.5% | -6.8% |
| 7D | -18.5% | -0.6% | -17.9% | -18.5% |
| 30D | -32.8% | +3.6% | -36.3% | -33.0% |
| 3M | -46.9% | -20.6% | -26.2% | -46.5% |
| 6M | -53.4% | -34.3% | -19.1% | -51.8% |
| YTD | -32.3% | -57.3% | +25.0% | -32.1% |
| 1Y | -46.5% | -52.6% | +6.1% | -51.4% |
| All | -46.5% | -53.0% | +6.5% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling