+255.7%
APLD vs STLA
-74.3%
+329.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.6% |
| 7D | -6.3% | -4.9% | -1.4% | -5.2% |
| 30D | -29.6% | -4.9% | -24.7% | -28.9% |
| 3M | -42.6% | -23.7% | -18.9% | -39.3% |
| 6M | -59.6% | -45.0% | -14.6% | -53.4% |
| YTD | -32.0% | -60.9% | +28.9% | -16.3% |
| 1Y | -46.9% | -58.9% | +11.9% | -36.2% |
| 3Y | +255.7% | -74.4% | +330.1% | +464.3% |
| All | +255.7% | -74.3% | +329.9% | +464.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling