+192.2%
APLD vs STLD
+177.2%
+14.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -7.6% | -7.1% | -9.9% |
| 7D | -27.0% | -12.5% | -14.5% | -20.2% |
| 30D | -44.1% | -6.8% | -37.2% | -41.0% |
| 3M | -52.6% | -16.4% | -36.2% | -47.1% |
| 6M | -64.5% | -6.1% | -58.3% | -63.4% |
| YTD | -42.2% | +32.0% | -74.2% | -51.9% |
| 1Y | -57.2% | +45.5% | -102.7% | -66.4% |
| 3Y | +159.5% | +106.5% | +53.0% | +65.8% |
| All | +192.2% | +177.2% | +14.9% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling