+443.7%
APLD vs STM
+46.6%
+397.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +0.4% |
| 7D | +4.1% | +5.8% | -1.7% | 0.0% |
| 30D | -11.7% | -1.0% | -10.7% | -11.2% |
| 3M | -40.3% | -33.3% | -7.0% | -22.2% |
| 6M | -8.0% | +57.4% | -65.3% | -38.0% |
| YTD | +7.5% | +102.2% | -94.6% | -40.0% |
| 1Y | +84.0% | +99.6% | -15.6% | -0.3% |
| 3Y | +356.2% | +14.5% | +341.7% | +270.1% |
| All | +443.7% | +46.6% | +397.1% | +228.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling