+220.6%
APLD vs STLA
-59.0%
+279.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.2% | +10.0% | +9.8% |
| 7D | -12.7% | -4.5% | -8.2% | -11.0% |
| 30D | -34.7% | -3.9% | -30.8% | -33.9% |
| 3M | -46.1% | -20.2% | -25.9% | -41.0% |
| 6M | -64.9% | -42.2% | -22.7% | -54.5% |
| YTD | -36.6% | -59.3% | +22.7% | -5.3% |
| 1Y | -50.0% | -56.1% | +6.1% | -29.9% |
| 3Y | +190.1% | -73.7% | +263.8% | +469.1% |
| All | +220.6% | -59.0% | +279.6% | +221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling