+443.7%
APLD vs STRL
+1,792.2%
-1,348.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | -1.7% |
| 7D | +4.1% | +3.4% | +0.7% | +2.0% |
| 30D | -11.7% | -9.2% | -2.5% | -6.7% |
| 3M | -40.3% | -51.0% | +10.8% | -10.9% |
| 6M | -8.0% | +15.8% | -23.7% | -26.7% |
| YTD | +7.5% | +58.9% | -51.3% | -30.2% |
| 1Y | +84.0% | +68.5% | +15.5% | +13.2% |
| 3Y | +356.2% | +485.2% | -129.0% | +29.5% |
| All | +443.7% | +1,792.2% | -1,348.5% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling