-35.8%
APLD vs STM
+95.5%
-131.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.7% |
| 7D | +19.6% | +16.3% | +3.3% | +6.4% |
| 30D | -24.5% | -6.3% | -18.2% | -19.6% |
| 3M | -45.6% | -14.1% | -31.5% | -38.4% |
| 6M | -61.4% | -19.6% | -41.8% | -59.3% |
| YTD | -30.9% | +80.1% | -111.0% | -65.3% |
| 1Y | -35.8% | +95.4% | -131.2% | -69.6% |
| All | -35.8% | +95.5% | -131.3% | -69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling