+244.7%
APLD vs STLD
+184.3%
+60.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.1% | +5.4% | +6.2% |
| 7D | +3.1% | -9.7% | +12.7% | +10.5% |
| 30D | -29.4% | -4.5% | -24.9% | -26.6% |
| 3M | -42.8% | -13.1% | -29.7% | -37.7% |
| 6M | -59.5% | -2.8% | -56.7% | -59.2% |
| YTD | -31.8% | +35.3% | -67.1% | -44.0% |
| 1Y | -46.0% | +51.4% | -97.4% | -58.7% |
| 3Y | +252.0% | +117.9% | +134.1% | +118.4% |
| All | +244.7% | +184.3% | +60.4% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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