+164.4%
APLD vs STRL
+222.3%
-58.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -13.9% | -0.8% | -6.3% |
| 7D | -27.0% | -34.6% | +7.6% | -6.5% |
| 30D | -44.1% | -56.7% | +12.6% | -7.9% |
| 3M | -52.6% | -54.4% | +1.9% | -24.2% |
| 6M | -64.5% | -69.7% | +5.2% | -30.4% |
| YTD | -42.2% | -20.2% | -22.0% | -43.1% |
| 1Y | -57.2% | -40.6% | -16.6% | -49.0% |
| All | +164.4% | +222.3% | -58.0% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling