+192.2%
APLD vs STM
+12.3%
+179.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -12.4% | -2.3% | -5.4% |
| 7D | -27.0% | -20.1% | -6.9% | -13.1% |
| 30D | -44.1% | -32.0% | -12.1% | -24.9% |
| 3M | -52.6% | -24.2% | -28.4% | -41.2% |
| 6M | -64.5% | -29.9% | -34.5% | -56.0% |
| YTD | -42.2% | +54.9% | -97.1% | -60.3% |
| 1Y | -57.2% | +68.0% | -125.2% | -72.4% |
| 3Y | +159.5% | -0.1% | +159.7% | +125.5% |
| All | +192.2% | +12.3% | +179.8% | +117.6% |
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 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