+190.1%
APLD vs STRL
+233.5%
-43.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.5% | +6.3% | +7.6% |
| 7D | -12.7% | -26.9% | +14.2% | +4.6% |
| 30D | -34.7% | -52.7% | +18.0% | +2.1% |
| 3M | -46.1% | -52.8% | +6.7% | -15.5% |
| 6M | -64.9% | -71.5% | +6.6% | -28.7% |
| YTD | -36.6% | -17.4% | -19.1% | -38.8% |
| 1Y | -50.0% | -35.0% | -15.0% | -43.7% |
| 3Y | +190.1% | +239.2% | -49.1% | +42.8% |
| All | +190.1% | +233.5% | -43.4% | +42.8% |
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 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