+242.5%
APLD vs STLD
+200.0%
+42.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.0% | -3.7% | -4.8% |
| 7D | -18.5% | -3.9% | -14.6% | -16.5% |
| 30D | -32.8% | -0.4% | -32.4% | -32.4% |
| 3M | -46.9% | -9.2% | -37.7% | -44.0% |
| 6M | -53.4% | +5.0% | -58.4% | -55.5% |
| YTD | -32.3% | +42.8% | -75.1% | -46.6% |
| 1Y | -46.5% | +60.1% | -106.6% | -60.7% |
| 3Y | +204.2% | +123.5% | +80.8% | +84.0% |
| All | +242.5% | +200.0% | +42.5% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling