-46.8%
APLD vs STRL
-26.3%
-20.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +15.0% | -7.4% | -1.2% |
| 7D | +3.1% | -13.3% | +16.4% | +10.4% |
| 30D | -29.4% | -43.3% | +13.9% | -2.9% |
| 3M | -42.8% | -46.9% | +4.1% | -18.4% |
| 6M | -59.5% | -65.6% | +6.1% | -29.5% |
| YTD | -31.8% | -5.1% | -26.7% | -48.2% |
| All | -46.8% | -26.3% | -20.5% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling