+269.3%
APLD vs STRL
+1,081.8%
-812.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.9% | +2.4% | +4.3% |
| 7D | +7.8% | +7.1% | +0.7% | +3.6% |
| 30D | -23.0% | -39.4% | +16.4% | +4.0% |
| 3M | -39.7% | -43.0% | +3.3% | -15.5% |
| 6M | -59.8% | -65.0% | +5.2% | -27.4% |
| YTD | -27.0% | -0.8% | -26.2% | -36.9% |
| 1Y | -37.3% | -20.3% | -17.0% | -37.6% |
| 3Y | +281.9% | +356.5% | -74.6% | +26.8% |
| All | +269.3% | +1,081.8% | -812.6% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling