+443.7%
APLD vs STLD
+201.7%
+242.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.8% |
| 7D | +4.1% | +3.1% | +0.9% | +1.9% |
| 30D | -11.7% | -9.0% | -2.7% | -7.0% |
| 3M | -40.3% | -12.4% | -27.9% | -36.0% |
| 6M | -8.0% | +25.5% | -33.5% | -21.4% |
| YTD | +7.5% | +43.6% | -36.1% | -15.4% |
| 1Y | +84.0% | +87.2% | -3.2% | +21.0% |
| 3Y | +356.2% | +135.2% | +221.0% | +169.4% |
| All | +443.7% | +201.7% | +242.0% | +174.2% |
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 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