+190.1%
APLD vs STM
+4.7%
+185.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.4% | +5.3% | +6.8% |
| 7D | -12.7% | -10.7% | -2.0% | -5.4% |
| 30D | -34.7% | -25.7% | -9.0% | -20.2% |
| 3M | -46.1% | -21.6% | -24.6% | -36.3% |
| 6M | -64.9% | -27.8% | -37.1% | -58.2% |
| YTD | -36.6% | +61.8% | -98.3% | -53.1% |
| 1Y | -50.0% | +78.1% | -128.1% | -65.1% |
| 3Y | +190.1% | +4.9% | +185.2% | +115.3% |
| All | +190.1% | +4.7% | +185.4% | +115.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling