+269.3%
APLD vs STLA
-62.0%
+331.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.5% | +10.9% | +9.0% |
| 7D | +7.8% | -11.6% | +19.4% | +14.5% |
| 30D | -23.0% | -6.2% | -16.8% | -21.3% |
| 3M | -39.7% | -24.6% | -15.1% | -32.3% |
| 6M | -59.8% | -44.9% | -14.9% | -46.9% |
| YTD | -27.0% | -62.3% | +35.3% | +12.8% |
| 1Y | -37.3% | -61.8% | +24.5% | -4.7% |
| 3Y | +281.9% | -75.3% | +357.2% | +666.3% |
| All | +269.3% | -62.0% | +331.3% | +282.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling