+190.1%
APLD vs STT
+165.4%
+24.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.2% | +9.5% | +9.6% |
| 7D | -12.7% | -2.5% | -10.2% | -10.4% |
| 30D | -34.7% | -5.0% | -29.7% | -31.1% |
| 3M | -46.1% | -10.5% | -35.6% | -40.3% |
| 6M | -64.9% | +10.0% | -74.9% | -66.6% |
| YTD | -36.6% | +30.7% | -67.3% | -47.3% |
| 1Y | -50.0% | +43.8% | -93.7% | -61.2% |
| 3Y | +190.1% | +168.1% | +22.0% | +24.1% |
| All | +190.1% | +165.4% | +24.8% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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