-52.6%
APLD vs STLD
-16.9%
-35.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -7.6% | -7.1% | -10.7% |
| 7D | -27.0% | -12.5% | -14.5% | -22.3% |
| 30D | -44.1% | -6.8% | -37.2% | -41.3% |
| 3M | -52.6% | -16.4% | -36.2% | -50.2% |
| All | -52.6% | -16.9% | -35.7% | -50.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling