+243.9%
APLD vs STRL
+1,026.3%
-782.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | -6.3% | -19.8% | +13.5% | +5.6% |
| 30D | -29.6% | -43.6% | +14.0% | -0.8% |
| 3M | -42.6% | -45.2% | +2.6% | -17.6% |
| 6M | -59.6% | -65.7% | +6.2% | -26.0% |
| YTD | -32.0% | -5.4% | -26.5% | -39.6% |
| 1Y | -46.9% | -24.7% | -22.3% | -45.3% |
| 3Y | +255.7% | +335.0% | -79.4% | +21.5% |
| All | +243.9% | +1,026.3% | -782.3% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling