-37.3%
APLD vs STM
+95.6%
-132.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.5% | +3.9% | +4.6% |
| 7D | +7.8% | +1.4% | +6.4% | +7.3% |
| 30D | -23.0% | -8.4% | -14.6% | -16.6% |
| 3M | -39.7% | -15.8% | -23.9% | -30.7% |
| 6M | -59.8% | -22.8% | -37.0% | -55.9% |
| YTD | -27.0% | +79.4% | -106.3% | -62.9% |
| 1Y | -37.3% | +97.0% | -134.3% | -70.1% |
| All | -37.3% | +95.6% | -132.9% | -70.1% |
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