+244.7%
APLD vs STM
+25.2%
+219.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.8% | +0.8% | +2.4% |
| 7D | +3.1% | -5.6% | +8.7% | +8.5% |
| 30D | -29.4% | -14.4% | -14.9% | -19.6% |
| 3M | -42.8% | -20.5% | -22.3% | -31.4% |
| 6M | -59.5% | -24.5% | -35.0% | -52.4% |
| YTD | -31.8% | +72.7% | -104.5% | -56.7% |
| 1Y | -46.0% | +91.0% | -137.1% | -68.3% |
| 3Y | +252.0% | +13.5% | +238.5% | +176.9% |
| All | +244.7% | +25.2% | +219.5% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling