+164.4%
APLD vs STLD
+104.7%
+59.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -7.6% | -7.1% | -9.0% |
| 7D | -27.0% | -12.5% | -14.5% | -18.9% |
| 30D | -44.1% | -6.8% | -37.2% | -40.5% |
| 3M | -52.6% | -16.4% | -36.2% | -46.0% |
| 6M | -64.5% | -6.1% | -58.3% | -63.4% |
| YTD | -42.2% | +32.0% | -74.2% | -54.4% |
| 1Y | -57.2% | +45.5% | -102.7% | -68.7% |
| All | +164.4% | +104.7% | +59.6% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling