+443.7%
APLD vs STLA
-48.6%
+492.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.1% |
| 7D | +4.1% | +2.6% | +1.5% | +2.7% |
| 30D | -11.7% | -1.2% | -10.5% | -11.6% |
| 3M | -40.3% | -24.8% | -15.5% | -31.4% |
| 6M | -8.0% | -25.6% | +17.6% | +6.7% |
| YTD | +7.5% | -48.9% | +56.5% | +45.7% |
| 1Y | +84.0% | -38.8% | +122.8% | +109.2% |
| 3Y | +356.2% | -64.5% | +420.8% | +633.8% |
| All | +443.7% | -48.6% | +492.3% | +394.2% |
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